A risk-reward framework for the competitive analysis of financial games
type: Item
instance of: scholarly article
title: A risk-reward framework for the competitive analysis of financial games
zbMATH Open document ID: 0967.91016
DOI: 10.1007/PL00009285
author: S. al-Binali
published in: Algorithmica
publication date: 2001-08-29T00:00:00Z
review text: This paper extends the competitive analysis framework to allow investors to develop optimal trading strategies based on their risk tolerance and forecast. It analyzes a financial game using the risk-reward framework and derives an optimal risk-tolerant algorithm.
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1383765
zbMATH Keywords: adaptive trading strategies
zbMATH Keywords: competitive analysis
zbMATH Keywords: forecast
zbMATH Keywords: on-line algorithms
zbMATH Keywords: reward
zbMATH Keywords: risk
reviewed by: E. S. W. Shiu
MaRDI profile type: Publication
full work available at URL: pl00009285
OpenAlex ID: W2032881540
description: scientific article; zbMATH DE number 1383765