On-Line Portfolio Selection Using Multiplicative Updates
| Year of publication: |
1998
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|---|---|
| Authors: | Helmbold, David P. ; Schapire, Robert E. ; Singer, Yoram ; Warmuth, Manfred K. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 8.1998, 4, p. 325-348
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