Risk management strategies for finding universal portfolios (Q1699132)

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scientific article; zbMATH DE number 6840133
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English
Risk management strategies for finding universal portfolios
scientific article; zbMATH DE number 6840133

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    Risk management strategies for finding universal portfolios (English)
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    16 February 2018
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    universal portfolio
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    distribution-free investing
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    worst-case analysis
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    minimax regret
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    competitive analysis
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