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The Cost of Achieving the Best Portfolio in Hindsight
6 references·7 citing·44 second hop
The Cost of Achieving the Best Portfolio in Hindsight (1998)The Cost of Achieving the Best Portfolio …Universal portfolios with side information (1996)Universal portfolios with sid…Universal schemes for sequential decision from individual data sequences (1993)Universal schemes for sequent…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Universal Portfolios (1991)Universal PortfoliosBrownian Motion and Stochastic Calculus. (1989)Brownian Motion and Stochasti…An analog of the minimax theorem for vector payoffs (1956)An analog of the minimax theo…Online Portfolio Selection Strategy Based on Combining Experts’ Advice (2016)Online Portfolio Selection St…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…Adaptive Algorithms for Online Decision Problems (2007)Adaptive Algorithms for Onlin…Online trading algorithms and robust option pricing (2006)Online trading algorithms and…UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS (2005)UNIVERSAL INVESTMENT IN MARKE…Internal Regret in On-Line Portfolio Selection (2005)Internal Regret in On-Line Po…Growth optimal investment in horse race markets with costs (2000)Growth optimal investment in …How to use expert advice (1997)A Simple Adaptive Procedure Leading to Correlated Equilibrium (2000)From External to Internal Regret (2005)Approachability, regret and calibration: Implications and equivalences (2014)1Joint Channel Selection and Power Control in Infrastructureless Wireless Networks: A Multi-Player Multi-Armed Bandit Framework (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)No-regret dynamics and fictitious play (2013)Theory of Games and Economic Behavior (1945)Game theory, on-line prediction and boosting (1996)Adaptive Game Playing Using Multiplicative Weights (1999)Theory of games and economic behavior (2019)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)On delayed prediction of individual sequences (2002)On sequential strategies for loss functions with memory (2002)Universal Piecewise Linear Prediction Via Context Trees (2007)Contributions to the theory of games. (1960)A Game of Prediction with Expert Advice (1998)Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions (2001)Can We Learn to Beat the Best Stock (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)“Options, Futures, and Other Derivatives” (2016)Relation-Aware Transformer for Portfolio Policy Learning (2020)Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system (2022)Online convex programming and generalized infinitesimal gradient ascent (2003)Prediction, Learning, and Games (2006)Efficient Tracking of Large Classes of Experts (2012)Achieving All with No Parameters: AdaNormalHedge (2015)Learning and Efficiency in Games with Dynamic Population (2015)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)Essays in the Theory of Risk-Bearing. (1972)Efficient algorithms for online decision problems (2004)Robust Dynamic Programming (2005)Chapter 49 Arch models (1994)High-Frequency Data and Volatility in Foreign-Exchange Rates (1996)Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)
this work references cited by second hop

References

  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1989Brownian Motion and Stochastic Calculus.921 cited
  • 1956An analog of the minimax theorem for vector payoffs740 cited
  • 1991Universal Portfolios581 cited
  • 1996Universal portfolios with side information349 cited
  • 1993Universal schemes for sequential decision from individual data sequences92 cited

Cited by

  • 2005Internal Regret in On-Line Portfolio Selection88 cited
  • 2012Online Portfolio Selection: A Survey68 cited
  • 2007Adaptive Algorithms for Online Decision Problems63 cited
  • 2006Online trading algorithms and robust option pricing56 cited
  • 2016Online Portfolio Selection Strategy Based on Combining Experts’ Advice38 cited
  • 2005UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS33 cited
  • 2000Growth optimal investment in horse race markets with costs29 cited

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