Risk management strategies for finding universal portfolios

DOI10.1007/s10479-016-2176-6zbMath1415.91270OpenAlexW2467879811MaRDI QIDQ1699132

Esther Mohr, Robert Dochow

Publication date: 16 February 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2176-6

zbMATH Keywords

minimax regretcompetitive analysisworst-case analysisuniversal portfoliodistribution-free investing

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (max. 100)

Adaptive moment estimation for universal portfolio selection strategy ⋮ Online portfolio selection with long-short term forecasting

Cites Work

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