Online Portfolio Selection Strategy Based on Combining Experts’ Advice-Reference-Cited by-同舟云学术

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Online Portfolio Selection Strategy Based on Combining Experts’ Advice

Published:2016-05-25 Issue:1 Volume:50 Page:141-159
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Zhang Yong,Yang Xingyu

Funder

125 planning for the development of Philosophy and Social Sciences in Guangzhou

National Nature Science Foundation of China

Humanities and Social Science Foundation of the Ministry of Education of China

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/article/10.1007/s10614-016-9585-0/fulltext.html

Reference24 articles.

1. Albeverio, S., Lao, L. J., & Zhao, X. L. (2001). On-line portfolio selection strategy with prediction in the presence of transaction costs. Mathematical Methods of Operations research, 54, 133–161.

2. Blum, A., & Kalai, A. (1997). Universal portfolios with and without transaction costs. In Proceedings of the 10th Annual Conference on Computational Learning Theory (pp. 309–313). New York: ACM Press.

3. Borodin, A., El-Yaniv, R., & Gogan, V. (2000). On the competitive theory and practice of portfolio selection (extended abstract). In Proceedings of the 4th Latin American Symposium on Theoretical Informatics (pp. 173–196).

4. Cesa-Bianchi, N., & Lugosi, G. (2006). Prediction, learning, and games. Cambridge: Cambridge University Press.

5. Cover, T. M. (1991a). Universal portfolios. Mathematical Finance, 1(1), 1–29.

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