Online Portfolio Optimization with Risk Control (Q6084585): Difference between revisions

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+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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+Coherent Measures of Risk
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+Game-Theoretic Optimal Portfolios
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+Competitive Optimality of Logarithmic Investment
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+Statistical Analysis of Financial Data in R
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+Universal Portfolios
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+Universal portfolios with side information
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+Online Algorithms for the Portfolio Selection Problem
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+Q2891271
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+Stochastic nonstationary optimization for finding universal portfolios
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+On‐Line Portfolio Selection Using Multiplicative Updates
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+Online portfolio selection
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+Transaction cost optimization for online portfolio selection
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+Publication:6084585