{"product_id":"9783658135270","title":"Online Algorithms for the Portfolio Selection Problem","description":"\u003ch1\u003eOnline Algorithms for the Portfolio Selection Problem\u003c\/h1\u003e \u003ch2\u003eDochow, Robert\u003c\/h2\u003e \u003cp\u003eRobert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given. \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer Gabler\u003c\/p\u003e \u003cp\u003ePublication Date: 2016-06-02\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783658135270\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-658-13528-7\u003c\/p\u003e \u003cp\u003eDimensions: 210cm x148cm\u003c\/p\u003e \u003cp\u003ePages: 185\u003c\/p\u003e ","brand":"Springer Fachmedien Wiesbaden","offers":[{"title":"Default Title","offer_id":47692881592460,"sku":"9783658135270","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783658135270.jpg?v=1776700004","url":"https:\/\/lateknightbooks.com\/products\/9783658135270","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}