Portfolio selection and online learning

International Journal of Uncertainty, Fuzziness and Knowldege-Based Systems

Volumn 16, Issue 4, 2008, Pages 437-473

  Levina, Tatsiana ^a   Shafer, Glenn ^b  

^a QUEEN S UNIVERSITY   (Canada)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Investment strategies; Online learning; Portfolio selection; Universal portfolios

Indexed keywords

COMMERCE; E-LEARNING; INVESTMENTS; STRATEGIC PLANNING;

ALGORITHM SWITCHING; EXPONENTIAL RATES; INVESTMENT STRATEGY; MARKOV SWITCHING; ON-LINE ALGORITHMS; ONLINE LEARNING; PORTFOLIO SELECTION; SWITCHING STRATEGIES; TWO-STREAM; UNIVERSAL PORTFOLIOS;

FINANCIAL MARKETS;

EID: 49449104279     PISSN: 02184885     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218488508005364     Document Type: Article

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