Online Algorithms for the Portfolio Selection Problem - Robert Dochow - Books - Springer - 9783658135270 - June 2, 2016
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Online Algorithms for the Portfolio Selection Problem 1st ed. 2016 edition

Robert Dochow

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Online Algorithms for the Portfolio Selection Problem 1st ed. 2016 edition

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