Fast Universalization of Investment Strategies
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Publication:4651523
DOI10.1137/S0097539702405619zbMath1112.91026MaRDI QIDQ4651523
Ming-Yang Kao, Petros Drineas, Karhan Akcoglu
Publication date: 21 February 2005
Published in: SIAM Journal on Computing (Search for Journal in Brave)
portfolio optimization; trading strategies; computational finance; portfolio strategies; investment strategies; constantly rebalanced portfolios; universal portfolios