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Switching Portfolios
9 references·6 citing·40 second hop
Switching Portfolios (1997)Switching PortfoliosOn‐Line Portfolio Selection Using Multiplicative Updates (1998)On‐Line Portfolio Selection U…Using and combining predictors that specialize (1997)Using and combining predictor…Universal portfolios with and without transaction costs (1997)Universal portfolios with and…Universal portfolios with side information (1996)Universal portfolios with sid…Universal Portfolios (1991)Universal PortfoliosGame-Theoretic Optimal Portfolios (1988)Game-Theoretic Optimal Portfo…Empirical Bayes stock market portfolios (1986)Empirical Bayes stock market …An algorithm for maximizing expected log investment return (1984)An algorithm for maximizing e…Competitive Optimality of Logarithmic Investment (1980)Competitive Optimality of Log…Multiagent-based deep reinforcement learning for risk-shifting portfolio management (2022)Multiagent-based deep reinfor…Combining expert weights for online portfolio selection based on the gradient descent algorithm (2021)Combining expert weights for …Online Portfolio Selection Strategy Based on Combining Experts’ Advice (2016)Online Portfolio Selection St…UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS (2010)UNIVERSAL SEMICONSTANT REBALA…Universal Switching Linear Least Squares Prediction (2007)Universal Switching Linear Le…KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES (2007)KERNEL-BASED SEMI-LOG-OPTIMAL…Can We Learn to Beat the Best Stock (2004)“Options, Futures, and Other Derivatives” (2016)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)General Proof that Diversification Pays (1967)Capital Growth and the Mean-Variance Approach to Portfolio Selection (1971)Essays in the Theory of Risk-Bearing. (1972)Asymptotic Theory of Information-Theoretic Experimental Design (2005)PORTFOLIO SELECTION* (1952)A Simplified Model for Portfolio Analysis (1963)Real time decision support system for portfolio management (2003)Stock market trading via stochastic network optimization (2010)Weighted Moving Average Passive Aggressive Algorithm for Online Portfolio Selection (2013)Criteria for Choice Among Risky Ventures (1959)Evolutionary stability of portfolio rules in incomplete markets (2004)Evolutionary Stable Stock Markets (2006)A Game of Prediction with Expert Advice (1998)Tracking the Best Expert (1998)Averaging Expert Predictions (1999)Mortal Multi-Armed Bandits (2008)Regret bounds for sleeping experts and bandits (2010)Portfolio Selection with Transaction Costs (1990)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Efficient algorithms for universal portfolios (2002)Online Markov Decision Processes (2009)Moving average reversion strategy for on-line portfolio selection (2015)An analog of the minimax theorem for vector payoffs (1956)Contributions to the theory of games. (1960)Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions (2001)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)The strong law of large numbers for sequential decisions under uncertainty (1994)The efficiency of investment information (1998)Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria (2010)Performance Measurement in a Downside Risk Framework (1994)Information Aggregation, Rationality, and the Condorcet Jury Theorem (1996)Deep Learning in Stock Portfolio Selection and Predictions (2022)Portfolio Selection (1952)Adaptive Game Playing Using Multiplicative Weights (1999)Efficient algorithms for online decision problems (2004)Robust Dynamic Programming (2005)
this work references cited by second hop

References

  • 1991Universal Portfolios581 cited
  • 1998On‐Line Portfolio Selection Using Multiplicative Updates387 cited
  • 1996Universal portfolios with side information349 cited
  • 1997Using and combining predictors that specialize237 cited
  • 1980Competitive Optimality of Logarithmic Investment153 cited
  • 1997Universal portfolios with and without transaction costs151 cited
  • 1984An algorithm for maximizing expected log investment return148 cited
  • 1988Game-Theoretic Optimal Portfolios96 cited
  • 1986Empirical Bayes stock market portfolios67 cited

Cited by

  • 2022Multiagent-based deep reinforcement learning for risk-shifting portfolio management47 cited
  • 2007Universal Switching Linear Least Squares Prediction46 cited
  • 2016Online Portfolio Selection Strategy Based on Combining Experts’ Advice38 cited
  • 2007KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES35 cited
  • 2021Combining expert weights for online portfolio selection based on the gradient descent algorithm31 cited
  • 2010UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS30 cited

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