Can We Learn to Beat the Best Stock
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References listed on IDEAS
- David P. Helmbold & Robert E. Schapire & Yoram Singer & Manfred K. Warmuth, 1998. "On-Line Portfolio Selection Using Multiplicative Updates," Mathematical Finance, Wiley Blackwell, vol. 8(4), pages 325-347.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-07-13 (All new papers)
- NEP-CMP-2011-07-13 (Computational Economics)
- NEP-FMK-2011-07-13 (Financial Markets)
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