Risk-adjusted exponential gradient strategies for online portfolio selection.

Jin'an He Fangping Peng Xiuying Xie

Published in: J. Comb. Optim. (2024)

Keyphrases

portfolio selection
portfolio optimization
portfolio management
risk measures
multistage stochastic
optimal portfolio
robust optimization
risk management
investment decisions
financial markets
decision making
transaction costs
text mining
non stationary