Adaptive Portfolio Selection
The paper discusses the use of polynomial series, specifically Taylor and Bernstein series, to solve dynamic portfolio optimization problems.
Featured in No. 39 on 6 Mar 2024 ·
- Released
- 25 May 2023
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 9
- Identifier
- RePEc:wsi:ijtafx:v:26:y:2023:i:06n07:n:s0219024923500243
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).