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Online Algorithms for the Portfolio Selection Problem 1st ed. 2016 edition
Robert Dochow
Online Algorithms for the Portfolio Selection Problem 1st ed. 2016 edition
Robert Dochow
Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance.
211 pages, 16 black & white illustrations, biography
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | June 2, 2016 |
ISBN13 | 9783658135270 |
Publishers | Springer |
Pages | 185 |
Dimensions | 148 × 210 × 11 mm · 258 g |
Language | German |
See all of Robert Dochow ( e.g. Paperback Book )