Work

Robust median reversion strategy for on-line portfolio selection

Year: 2013

Type: conference-paper

Abstract: Ministry of Education, Singapore under its Academic Research Funding Tier 1

Source: Singapore Management University Institutional Knowledge (InK) (Singapore Management University)

Authors: Ding-jiang Huang, Junlong Zhou, Bin Li, Steven C. H. Hoi, Shuigeng Zhou

Institutions: East China University of Science and Technology, Fudan University, Nanyang Technological University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1740157579

FWCI: 3.381

Cites: 24

Cited by: 33

Related to: 10