Robust selling times in adaptive portfolio management

MaRDI QIDQ2867362zbMATH OpenFDO

Authors Michael Dziecichowicz, Aurélie Thiele

Publication date 11 December 2013

Published in Algorithmic Operations Research (Search for Journal in Brave)

Full work available at URL http://journals.hil.unb.ca/index.php/AOR/article/view/5652

zbMATH Keywords

confidence intervalsadaptive portfolio managementtrigger thresholds

Mathematics Subject Classification ID

Portfolio theory (91G10)

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