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"Optimal online algorithms for the portfolio selection problem, ..."
Pascal Schroeder, Imed Kacem, Günter Schmidt (2019)
- Pascal Schroeder
, Imed Kacem
, Günter Schmidt
:
Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices. RAIRO Oper. Res. 53(2): 559-576 (2019)
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