Online Algorithms for the Portfolio Selection Problem is popular PDF and ePub book, written by Robert Dochow in 2016-05-24, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Online Algorithms for the Portfolio Selection Problem can be Read Online from any device for your convenience.
Online Algorithms for the Portfolio Selection Problem Book PDF Summary
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 comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given.
Detail Book of Online Algorithms for the Portfolio Selection Problem PDF
- Author : Robert Dochow
- Release : 24 May 2016
- Publisher : Springer
- ISBN : 9783658135287
- Genre : Business & Economics
- Total Page : 207 pages
- Language : English
- PDF File Size : 19,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Online Algorithms for the Portfolio Selection Problem by Robert Dochow, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.