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Volumn 21, Issue , 2004, Pages 579-594

Can we learn to beat the best stock

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING SYSTEMS; STATISTICAL METHODS;

EID: 27344453239     PISSN: 10769757     EISSN: 10769757     Source Type: Journal    
DOI: 10.1613/jair.1336     Document Type: Review
Times cited : (169)

References (20)
  • 1
    • 27344453021 scopus 로고    scopus 로고
    • Universal portfolios with and without transaction costs
    • Blum, A., & Kalai, A. (1998). Universal portfolios with and without transaction costs. Machine Learning, 50(1), 23-30.
    • (1998) Machine Learning , vol.50 , Issue.1 , pp. 23-30
    • Blum, A.1    Kalai, A.2
  • 4
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • Brock, L., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance, 47, 1731-1764.
    • (1992) Journal of Finance , vol.47 , pp. 1731-1764
    • Brock, L.1    Lakonishok, J.2    LeBaron, B.3
  • 7
    • 84986753988 scopus 로고
    • Universal portfolios
    • Cover, T. (1991). Universal portfolios. Mathematical Finance, 1, 1-29.
    • (1991) Mathematical Finance , vol.1 , pp. 1-29
    • Cover, T.1
  • 13
    • 0020718764 scopus 로고
    • A note on the Lempel-Ziv model for compressing individual sequences
    • Langdon, G. (1983). A note on the Lempel-Ziv model for compressing individual sequences. IEEE Transactions on Information Theory, 29, 284-287.
    • (1983) IEEE Transactions on Information Theory , vol.29 , pp. 284-287
    • Langdon, G.1
  • 19
    • 0010790136 scopus 로고
    • Adjusting for risk in portfolio performance measurement
    • Winter
    • Sharpe, W. (1975). Adjusting for risk in portfolio performance measurement. Journal of Portfolio Management, 29-34. Winter.
    • (1975) Journal of Portfolio Management , pp. 29-34
    • Sharpe, W.1
  • 20
    • 0018019231 scopus 로고
    • Compression of individual sequences via variable rate coding
    • Ziv, J., & Lempel, A. (1978). Compression of individual sequences via variable rate coding. IEEE Transactions on Information Theory, 24, 530-536.
    • (1978) IEEE Transactions on Information Theory , vol.24 , pp. 530-536
    • Ziv, J.1    Lempel, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.