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"The Cost of Achieving the Best Portfolio in Hindsight."

Erik Ordentlich, Thomas M. Cover (1998)

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DOI: 10.1287/MOOR.23.4.960

access: closed

type: Journal Article

metadata version: 2017-05-28

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  - journals/mor/OrdentlichC98
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  - https://dblp.org/rec/journals/mor/OrdentlichC98
Erik Ordentlich, Thomas M. Cover:
The Cost of Achieving the Best Portfolio in Hindsight. Math. Oper. Res. 23(4): 960-982 (1998)

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