Constant rebalanced portfolios and side-information
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Publication:3593599
DOI10.1080/14697680601157942zbMath1278.91136OpenAlexW1967494481WikidataQ62048173 ScholiaQ62048173MaRDI QIDQ3593599
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Publication date: 23 July 2007
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680601157942
constant rebalanced portfoliomixture best constant rebalanced portfolioonline investment strategyside-information
Related Items (3)
Universal portfolio selection strategy by aggregating online expert advice ⋮ Adaptive moment estimation for universal portfolio selection strategy ⋮ Aggregating expert advice strategy for online portfolio selection with side information
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