Login / Signup

Optimal portfolio policies under bounded expected loss and partial information.

Jörn SassRalf Wunderlich
Published in: Math. Methods Oper. Res. (2010)
Keyphrases
  • partial information
  • expected loss
  • optimal portfolio
  • incomplete information
  • error rate
  • active learning
  • portfolio selection
  • decision rules
  • expected utility
  • optimal policy
  • machine learning
  • asymptotically optimal