Work

Smart Trading Rule: A Modular Machine Learning Framework for Portfolio Optimization with Transaction Costs

Year: 2026

Type: article

Source: The Journal of Financial Data Science

Authors: Silu Li, John M. Mulvey, Frank J. Fabozzi

Institutions: Princeton University, Johns Hopkins University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7133514070

FWCI: 6.487

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Cited by: 1

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