Defensive online portfolio selection
Year of publication: |
2011
|
---|---|
Authors: | Stella, Fabio ; Ventura, Alfonso |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 2.2011, 1/2, p. 88-105
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | constant rebalanced portfolio | CRP | online investment | portfolio selection | defensive forecasting | finite investment horizon | game theory | stock markets |
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