Risk management strategies for finding universal portfolios (Q1699132)
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scientific article; zbMATH DE number 6840133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management strategies for finding universal portfolios |
scientific article; zbMATH DE number 6840133 |
Statements
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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