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]
@article{SchroederKS19,
title = {Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices},
author = {Pascal Schroeder and Imed Kacem and Günter Schmidt 0002},
year = {2019},
doi = {10.1051/ro/2018064},
url = {https://doi.org/10.1051/ro/2018064},
researchr = {https://researchr.org/publication/SchroederKS19},
cites = {0},
citedby = {0},
journal = {RAIRO - Operations Research},
volume = {53},
number = {2},
pages = {559-576},
}