AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION

Published 2012 View Full Article

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Title
AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
Authors
Keywords
-
Journal
MATHEMATICAL FINANCE
Volume 25, Issue 2, Pages 288-310
Publisher
Wiley
Online
2012-11-02
DOI
10.1111/mafi.12006
References
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