Publication:4508375
From MaRDI portal
zbMath0966.91039MaRDI QIDQ4508375
Allan Borodin, Vincent Gogan, Ran El-Yaniv
Publication date: 3 October 2000
portfolio selection; switching sequences; buy and hold algorithm; constant-rebalance algorithm; online portfolio selection algorithms
91G10: Portfolio theory
Related Items
Online portfolio selection, Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices, NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES, Internal regret in on-line portfolio selection, Internal regret in on-line portfolio selection, A class of on-line portfolio selection algorithms based on linear learning, PAMR: passive aggressive mean reversion strategy for portfolio selection, Risk management strategies for finding universal portfolios, Forecasting electricity consumption by aggregating specialized experts, Algorithmic trading for online portfolio selection under limited market liquidity