Robust and adaptive algorithms for online portfolio selection

10.1080/14697688.2012.691175

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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
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Institution:	National University of Singapore

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