Portfolio selection algorithm under financial crisis: a case study with Bursa Malaysia

DOI10.1080/03610918.2019.1699112OpenAlexW2997736204WikidataQ126529179 ScholiaQ126529179MaRDI QIDQ5083004

Miang Hong Ngerng, Sherilynn S. F. Ngerng

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1699112

zbMATH Keywords

regret minimizationonline portfolio selectiononline convex optimizationtrading algorithm

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Logarithmic regret algorithms for online convex optimization
• Empirical Bayes stock market portfolios
• Response Surfaces, Mixtures, and Ridge Analyses
• Universal Portfolios
• On‐Line Portfolio Selection Using Multiplicative Updates
• Universal portfolios with side information

This page was built for publication: Portfolio selection algorithm under financial crisis: a case study with Bursa Malaysia