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On-line portfolio selection
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On-line portfolio selection (1996)On-line portfolio selectionUniversal portfolios with side information (1996)Universal portfolios with sid…Online Portfolio Selection Strategy Based on Combining Experts’ Advice (2016)Online Portfolio Selection St…Robust median reversion strategy for on-line portfolio selection (2013)Robust median reversion strat…Improved Second-Order Bounds for Prediction with Expert Advice (2005)Improved Second-Order Bounds …A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)On Estimating the Expected Return on the Market: An Exploratory Investigation (1980)Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Evidence of Predictable Behavior of Security Returns (1990)An analog of the minimax theorem for vector payoffs (1956)Contributions to the theory of games. (1960)Universal Portfolios (1991)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)PORTFOLIO SELECTION* (1952)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)
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References

  • 1996Universal portfolios with side information349 cited

Cited by

  • 2016Online Portfolio Selection Strategy Based on Combining Experts’ Advice38 cited
  • 2005Improved Second-Order Bounds for Prediction with Expert Advice36 cited
  • 2013Robust median reversion strategy for on-line portfolio selection33 cited

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