Dochow, Robert
Online Algorithms for the Portfolio Selection Problem
1. Introduction
Robert Dochow
2. Portfolio Selection Problems
Robert Dochow
3. Performance Evaluation
Robert Dochow
4. Selected Algorithms from the Literature
Robert Dochow
5. Proposed Algorithms with Risk Management
Robert Dochow
6. Empirical Testing of Algorithms
Robert Dochow
7. A Software Tool for Testing Algorithms
Robert Dochow
8. Conclusions and Future Work
Robert Dochow
Keywords: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Operation Research/Decision Theory, Investments and Securities
- Author(s)
- Dochow, Robert
- Publisher
- Springer
- Publication year
- 2016
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783658135287
- Printed ISBN
- 978-3-658-13527-0