Adaptive universal portfolios
Year of publication: |
2015
|
---|---|
Authors: | O'Sullivan, Patrick ; Edelman, David |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 4/6, p. 337-351
|
Subject: | portfolio selection | optimal growth portfolio | Kelly investing | Bayesian portfolio models | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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