Risk-adjusted exponential gradient strategies for online portfolio selection

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Publication:6621838

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DOI10.1007/s10878-024-01187-xMaRDI QIDQ6621838

Jin'An He, Fangping Peng, Xiuying Xie

Publication date: 21 October 2024

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

zbMATH Keywords

universal portfolio online portfolio selection maximum drawdown risk method

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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