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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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 2. junija 2016 |
| ISBN13 | 9783658135270 |
| Založniki | Springer |
| Strani | 185 |
| Dimenzije | 148 × 210 × 11 mm · 258 g |
| Jezik | Nemščina |
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