Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices

Pascal Schroeder, Imed Kacem, Günter Schmidt 0002. Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices. RAIRO - Operations Research, 53(2):559-576, 2019. [doi]

Authors

Pascal Schroeder

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Imed Kacem

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Günter Schmidt 0002

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