Online Algorithms for the Portfolio Selection Problem

Online Algorithms for the Portfolio Selection Problem

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: Electronic eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2016.
Subjects:
Operations research.
Decision making.
Investment banking.
Securities.
Economic theory.
Economics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Operation Research/Decision Theory.
Investments and Securities.
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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
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