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Onflow: a model free, online portfolio allocation algorithm robust to transaction fees

Gabriel Turinici & Pierre Brugière

Annals of Finance2026https://doi.org/10.1007/s10436-026-00480-5article
AJG 2ABDC B
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0.50

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https://doi.org/https://doi.org/10.1007/s10436-026-00480-5

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@article{gabriel2026,
  title        = {{Onflow: a model free, online portfolio allocation algorithm robust to transaction fees}},
  author       = {Gabriel Turinici & Pierre Brugière},
  journal      = {Annals of Finance},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s10436-026-00480-5},
}

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Onflow: a model free, online portfolio allocation algorithm robust to transaction fees

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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