Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
Pascal Schroeder, Imed Kacem and Günter Schmidt
| Year of publication: |
2019
|
|---|---|
| Authors: | Schroeder, Pascal ; Kacem, Imed ; Schmidt, Günter |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 53.2019, 2, p. 559-576
|
| Subject: | Competitive analysis | portfolio selection | two-way trading | online algorithms | bi-directional search | Portfolio-Management | Portfolio selection | Theorie | Theory | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Computerunterstützung | Computerized method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2018064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012113675