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Risk-Adjusted On-line Portfolio Selection

Robert Dochow, Esther Mohr, Günter Schmidt. Risk-Adjusted On-line Portfolio Selection. In Dennis Huisman, Ilse Louwerse, Albert P. M. Wagelmans, editors, Operations Research Proceedings 2013, Selected Papers of the International Conference on Operations Research, OR2013, organized by the German Operations Research Society (GOR), the Dutch Society of Operations Research (NGB) and Erasmus University Rotterdam, September 3-6, 2013. pages 113-119, Springer, 2013. [doi]

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