Robust and adaptive algorithms for online portfolio selection

10.1080/14697688.2012.691175

Saved in:

Bibliographic Details
Main Authors:	Tsagaris, T., Jasra, A., Adams, N.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Adaptive systems Portfolio allocation Quantitative trading strategies Statistics
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125062
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-125062
record_format	dspace
spelling	sg-nus-scholar.10635-1250622023-10-26T10:06:49Z Robust and adaptive algorithms for online portfolio selection Tsagaris, T. Jasra, A. Adams, N. STATISTICS & APPLIED PROBABILITY Adaptive systems Portfolio allocation Quantitative trading strategies Statistics 10.1080/14697688.2012.691175 Quantitative Finance 12 11 1651-1662 2016-06-02T10:30:20Z 2016-06-02T10:30:20Z 2012-11 Article Tsagaris, T., Jasra, A., Adams, N. (2012-11). Robust and adaptive algorithms for online portfolio selection. Quantitative Finance 12 (11) : 1651-1662. ScholarBank@NUS Repository. https://doi.org/10.1080/14697688.2012.691175 14697688 http://scholarbank.nus.edu.sg/handle/10635/125062 000309720100004 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Adaptive systems Portfolio allocation Quantitative trading strategies Statistics
spellingShingle	Adaptive systems Portfolio allocation Quantitative trading strategies Statistics Tsagaris, T. Jasra, A. Adams, N. Robust and adaptive algorithms for online portfolio selection
description	10.1080/14697688.2012.691175
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Tsagaris, T. Jasra, A. Adams, N.
format	Article
author	Tsagaris, T. Jasra, A. Adams, N.
author_sort	Tsagaris, T.
title	Robust and adaptive algorithms for online portfolio selection
title_short	Robust and adaptive algorithms for online portfolio selection
title_full	Robust and adaptive algorithms for online portfolio selection
title_fullStr	Robust and adaptive algorithms for online portfolio selection
title_full_unstemmed	Robust and adaptive algorithms for online portfolio selection
title_sort	robust and adaptive algorithms for online portfolio selection
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125062
_version_	1781789978053836800

Robust and adaptive algorithms for online portfolio selection

Similar Items