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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:	Acceder al recurso
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