Online Algorithms for the Portfolio Selection Problem

• Κύριος συγγραφέας: Dochow, Robert (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2016.
• Θέματα: Operations research.; Decision making.; Investment banking.; Securities.; Economic theory.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Operation Research/Decision Theory.; Investments and Securities.

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...

Πίνακας περιεχομένων:

• Performance Evaluation
• Selected Algorithms from the Literature
• Proposed Algorithms with Risk Management
• Empirical Testing of Algorithms
• A Software Tool for Testing.