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Annual Symposium on Foundations of Computer Science - Proceedings
Volumn , Issue , 1997, Pages 336-344
Competitive analysis of risk taking with applications to online trading
Author keywords

[No Author keywords available]
Indexed keywords

ALGORITHMS; COMPETITION; MARKETING;
EID: 0031334296     PISSN: 02725428     EISSN: None     Source Type: None    
DOI: 10.1109/SFCS.1997.646122     Document Type: Conference Paper
Times cited : (7)
References (12)
  • 1
    • 85039774726 scopus 로고
    • The statistical adversary allows optimal money-making trading strategies
    • A. Chou J. Cooperstock R. El-Yaniv M. Klugerman F. T. Leighton The statistical adversary allows optimal money-making trading strategies Proc. 6th ACM-SIAM Symposium on Discrete Algorithms (SODA) 467 476 Proc. 6th ACM-SIAM Symposium on Discrete Algorithms (SODA) 1995
    • (1995) , pp. 467-476
    • Chou, A.1    Cooperstock, J.2    El-Yaniv, R.3    Klugerman, M.4    Leighton, F.T.5
  • 2
    • 85031287919 scopus 로고
    • Competitive analysis of financial games
    • R. El-Yaniv A. Fiat R. Karp G. Turpin Competitive analysis of financial games Proc. 33th IEEE Symposium on Foundations of Computer Science (FOCS) 327 333 Proc. 33th IEEE Symposium on Foundations of Computer Science (FOCS) 1992
    • (1992) , pp. 327-333
    • El-Yaniv, R.1    Fiat, A.2    Karp, R.3    Turpin, G.4
  • 4
    • 0015960103 scopus 로고
    • Some distribution-free aspects of paging algorithm performance
    • P. A. Franaszek T. J. Wagner Some distribution-free aspects of paging algorithm performance Journal of the ACM 21 1 31 39 1974
    • (1974) Journal of the ACM , vol.21 , Issue.1 , pp. 31-39
    • Franaszek, P.A.1    Wagner, T.J.2
  • 5
    • 85176670295 scopus 로고    scopus 로고
    • J. P. Morgan RiskMetrics-Technical Document 1996 http: / / www.jpmorgan.com/RiskVlanagement / RiskMetrics/RiskMetrics.html
    • (1996)
    • Morgan, J.P.1
  • 6
    • 0003877104 scopus 로고
    • Taking Risks: The Management of Uncertainty
    • The Free Press
    • K. R. MacCrimmon D. A. Wehrung Taking Risks: The Management of Uncertainty 1986 The Free Press
    • (1986)
    • MacCrimmon, K.R.1    Wehrung, D.A.2
  • 7
    • 0002204085 scopus 로고
    • A statistical adversary for online algorithms
    • P. Raghavan A statistical adversary for online algorithms DIM AGS Series in Discrete Mathematics 79 83 1992 Association for Computing Machinery
    • (1992) DIM AGS Series in Discrete Mathematics , pp. 79-83
    • Raghavan, P.1
  • 10
    • 0022012946 scopus 로고
    • Amortized efficiency of list update and paging rules
    • D. D. Sleator R. E. Tarjan Amortized efficiency of list update and paging rules Communications of the ACM 28 202 208 1985
    • (1985) Communications of the ACM , vol.28 , pp. 202-208
    • Sleator, D.D.1    Tarjan, R.E.2
  • 11
    • 0006172769 scopus 로고
    • Managing Financial Risk: A Guide to Derivative Products, Financial Engineering and Value Maximization
    • Irwin
    • C. W. Smithson C. W. Smith D. S. Wilford Managing Financial Risk: A Guide to Derivative Products, Financial Engineering and Value Maximization 1995 Irwin
    • (1995)
    • Smithson, C.W.1    Smith, C.W.2    Wilford, D.S.3
  • 12
    • 0003573550 scopus 로고
    • Risk: Analysis, Assessment and Managment
    • Risk management: Basic concepts and general principles John Wiley & Sons
    • F. Wharton Risk: Analysis, Assessment and Managment 1 14 1992 John Wiley & Sons Risk management: Basic concepts and general principles
    • (1992) , pp. 1-14
    • Wharton, F.1

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