Robust selling times in adaptive portfolio management

zbMATH Open1277.91158MaRDI QIDQ2867362FDOQ2867362

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

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zbMATH Keywords

confidence intervalsadaptive portfolio managementtrigger thresholds

Mathematics Subject Classification ID

Portfolio theory (91G10)

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