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