Faithin Omaha eBook Collection

With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial in

This book consists of eight chapters, authored by distinguished researchers and practitioners, that highlight the state of the art and recent trends in addressi

Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securi

Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive

This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long