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Dochow, Robert

Online Algorithms for the Portfolio Selection Problem

Dochow, Robert - Online Algorithms for the Portfolio Selection Problem, ebook

87,65€

Ebook, PDF with Adobe DRM
ISBN: 9783658135287
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Table of contents

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)
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783658135287
Printed ISBN
978-3-658-13527-0

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