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"Optimal online algorithms for the portfolio selection problem, ..."

Pascal Schroeder, Imed Kacem, Günter Schmidt (2019)

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DOI: 10.1051/RO/2018064

access: closed

type: Journal Article

metadata version: 2021-10-14

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Pascal Schroeder, Imed Kacem, Günter Schmidt:
Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices. RAIRO Oper. Res. 53(2): 559-576 (2019)

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