scientific article; zbMATH DE number 1512687
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Publication:4508375
zbMATH Open0966.91039MaRDI QIDQ4508375FDOQ4508375
Authors: Allan Borodin, Vincent Gogan, Ran El-Yaniv 
Publication date: 3 October 2000
Title of this publication is not available (Why is that?)
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portfolio selectionswitching sequencesbuy and hold algorithmconstant-rebalance algorithmonline portfolio selection algorithms
Cited In (12)
- On-line portfolio selection using stochastic programming
- Forecasting electricity consumption by aggregating specialized experts
- Optimal buy-and-hold strategies for financial markets with bounded daily returns
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
- Risk management strategies for finding universal portfolios
- Internal regret in on-line portfolio selection
- Internal regret in on-line portfolio selection
- NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
- Algorithmic trading for online portfolio selection under limited market liquidity
- Online portfolio selection
- A class of on-line portfolio selection algorithms based on linear learning
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