Online Algorithms for the Portfolio Selection Problem by Robert Dochow.

Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehens...

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Bibliographic Details
Main Author: Dochow, Robert (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2016.
Edition:1st ed. 2016.
Series:Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.