On the performance of the risk-adjusted on-line portfolio selection algorithm

Mohr, Esther

Document Type: Conference presentation
Year of publication: 2015
Conference title: APMOD 2014 – International Conference on Applied Mathematical Optimization and Modelling
Location of the conference venue: Warwick, Great Britain
Date of the conference: 9.-11. April 2014
Publication language: English
Institution: Business School > Service Operations Management (Schön 2014-)
Subject: 330 Economics

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