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Robust and adaptive algorithms for online portfolio selecti..:
Tsagaris, Theodoros
;
Jasra, Ajay
;
Adams, Niall
Quantitative Finance. 12 (2012) 11 - p. 1651-1662 , 2012
Link:
https://doi.org/10.1080/14697688.2012.691175
RT Journal T1
Robust and adaptive algorithms for online portfolio selection
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_14697688.2012.691175&Exemplar=1&LAN=DE A1 Tsagaris, Theodoros A1 Jasra, Ajay A1 Adams, Niall PB Informa UK Limited YR 2012 SN 1469-7688 SN 1469-7696 JF Quantitative Finance VO 12 IS 11 SP 1651 OP 1662 LK http://dx.doi.org/https://doi.org/10.1080/14697688.2012.691175 DO https://doi.org/10.1080/14697688.2012.691175 SF ELIB - SuUB Bremen
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