Online Portfolio Optimization with Risk Control
From MaRDI portal
Publication:6084585
DOI10.5540/TCAM.2021.022.03.00475zbMATH Open1530.91539MaRDI QIDQ6084585FDOQ6084585
Authors: Carlos C. H. Borges 
Publication date: 2 December 2023
Published in: Trends in Computational and Applied Mathematics (Search for Journal in Brave)
Cites Work
- Coherent measures of risk
- Competitive Optimality of Logarithmic Investment
- Time series analysis by state space methods.
- Universal Portfolios
- Universal portfolios with side information
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Game-Theoretic Optimal Portfolios
- On‐Line Portfolio Selection Using Multiplicative Updates
- Stochastic nonstationary optimization for finding universal portfolios
- Transaction cost optimization for online portfolio selection
- Online portfolio selection: a survey
- Online algorithms for the portfolio selection problem. With a foreword by Günter Schmidt
- Statistical analysis of financial data in R
This page was built for publication: Online Portfolio Optimization with Risk Control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6084585)
