Adaptive algorithms for maximizing overall stock return
Year of publication: |
2010
|
---|---|
Authors: | Lee, Charles ; Tran, Kristy |
Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 33.2010, 2, p. 81-95
|
Publisher: |
Springer |
Subject: | Adaptive portfolio optimization | Optimal allocation | Proper orthogonal decomposition |
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