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Language: en
Pages: 212
Pages: 212
Type: BOOK - Published: 2018-10-30 - Publisher: CRC Press
With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial in
Language: en
Pages: 384
Pages: 384
Type: BOOK - Published: 1991 - Publisher:
Language: en
Pages: 883
Pages: 883
Type: BOOK - Published: 2011 - Publisher: World Scientific
This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long
Language: en
Pages: 212
Pages: 212
Type: BOOK - Published: 2018 - Publisher:
With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial in
Language: en
Pages: 185
Pages: 185
Type: BOOK - Published: 2016-05-24 - Publisher: Springer
Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive
