The Cost of Achieving the Best Portfolio in Hindsight
From MaRDI portal
Publication:2757576
DOI10.1287/MOOR.23.4.960zbMath0985.91030OpenAlexW2015501977MaRDI QIDQ2757576
Thomas M. Cover, Erik Ordentlich
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.23.4.960
Related Items (10)
Robust option pricing: Hannan and Blackwell meet Black and Scholes ⋮ A class of on-line portfolio selection algorithms based on linear learning ⋮ Rational pricing of leveraged ETF expense ratios ⋮ Sequential optimizing strategy in multi-dimensional bounded forecasting games ⋮ Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability ⋮ Online portfolio selection ⋮ A tree-weighting approach to sequential decision problems with multiplicative loss ⋮ Internal regret in on-line portfolio selection ⋮ Internal regret in on-line portfolio selection ⋮ UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS
This page was built for publication: The Cost of Achieving the Best Portfolio in Hindsight
