Algorithms for Portfolio Management based on the Newton Method (1999)

by Amit Agarwal , Elad Hazan , Satyen Kale , Robert E. Schapire
Venue:Portfolio Performance Evaluation, Investments, 4th edition, Irwin McGraw-Hill
Citations:10 - 2 self

Document Versions

Algorithms for Portfolio Management based on the Newton Method –Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. Schapire — 1999 — Portfolio Performance Evaluation, Investments, 4th edition, Irwin McGraw-Hill
Algorithms for Portfolio Management based on the Newton Method –Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. Schapire — 1999 — Portfolio Performance Evaluation, Investments, 4th edition, Irwin McGraw-Hill
Algorithms for Portfolio Management based on the Newton Method –Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. Schapire — 1999 — Portfolio Performance Evaluation, Investments, 4th edition, Irwin McGraw-Hill
Algorithms for Portfolio Management based on the Newton Method –Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. Schapire — 1999 — Portfolio Performance Evaluation, Investments, 4th edition, Irwin McGraw-Hill