Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838)

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scientific article; zbMATH DE number 7929156
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English
Risk-adjusted exponential gradient strategies for online portfolio selection
scientific article; zbMATH DE number 7929156

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    Risk-adjusted exponential gradient strategies for online portfolio selection (English)
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    21 October 2024
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    online portfolio selection
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    universal portfolio
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    maximum drawdown
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    risk method
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