Doubly elastic net regularized online portfolio optimization with transaction costs

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
Doubly elastic net regularized online portfolio optimization with transaction costs ; volume:13 ; number:1 ; day:2 ; month:11 ; year:2023 ; pages:1-17 ; date:12.2023
Scientific reports ; 13, Heft 1 (2.11.2023), 1-17, 12.2023

Classification
Wirtschaft

Creator
Yao, Xiaoting
Zhang, Na
Contributor
SpringerLink (Online service)

DOI
10.1038/s41598-023-46059-2
URN
urn:nbn:de:101:1-2024012210593762372111
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:33 AM CEST

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Associated

  • Yao, Xiaoting
  • Zhang, Na
  • SpringerLink (Online service)

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