Fast Universalization of Investment Strategies
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Publication:4651523
DOI10.1137/S0097539702405619zbMath1112.91026OpenAlexW2058840707MaRDI QIDQ4651523
Karhan Akcoglu, Ming-Yang Kao, Petros Drineas
Publication date: 21 February 2005
Published in: SIAM Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0097539702405619
portfolio optimizationtrading strategiescomputational financeportfolio strategiesinvestment strategiesconstantly rebalanced portfoliosuniversal portfolios
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