Online Algorithms for the Portfolio Selection Problem / Robert Dochow ; With a foreword by Prof. Dr.-Ing. Günter Schmidt.

"Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comp...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Dochow, Robert (Author)
Format:	Thesis Electronic eBook
Language:	English
Published:	Wiesbaden : Springer Gabler, [2016]
Series:	Research (Wiesbaden, Germany)
Subjects:	Portfolio management > Mathematical models. Algorithms. Computer algorithms. Portfolio management > Mathematical models Algorithms Academic theses.