Recomienda este artículo a tus amigos:
Online Algorithms for the Portfolio Selection Problem Robert Dochow 1st ed. 2016 edition
Online Algorithms for the Portfolio Selection Problem
Robert Dochow
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.
211 pages, 16 black & white illustrations, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 2 de junio de 2016 |
| ISBN13 | 9783658135270 |
| Editores | Springer |
| Páginas | 185 |
| Dimensiones | 148 × 210 × 11 mm · 258 g |
| Lengua | Alemán |