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  • Efficient and Near-Optimal Online Portfolio Selection
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Efficient and Near-Optimal Online Portfolio Selection

Fuente: arXiv
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Bibliographic Details
Main Authors: Jézéquel, Rémi, Ostrovskii, Dmitrii M., Gaillard, Pierre
Format: Preprint
Published: 2022
Subjects:
Optimization and Control
Computational Finance
Portfolio Management
91G10, 62L12, 46N10, 90B99, 90C25, 90C51, 90C53, 94A15, 94D99
E.4; G.3; I.2.6
Online Access:
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Internet

https://arxiv.org/abs/2209.13932

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