Pages that link to "Item:Q1083349"
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The following pages link to Empirical Bayes stock market portfolios (Q1083349):
Displaying 12 items.
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion (Q779095) (← links)
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- Efficient markets and Bayes' rule (Q2572507) (← links)
- Empirical log-optimal portfolio selections: a survey (Q2888931) (← links)
- Universal Portfolios (Q4345877) (← links)
- (Q4782133) (← links)
- Portfolio selection algorithm under financial crisis: a case study with Bursa Malaysia (Q5083004) (← links)
- Online portfolio selection (Q5176170) (← links)
- (Q5495984) (← links)
- Multiagent cooperative search for portfolio selection (Q5938623) (← links)