Publications

2 results at Mathematical Finance

An Online Portfolio Selection Algorithm With Regret Logarithmic In Price Variation
- - Elad Hazan
  - Satyen Kale
- 2012
- Mathematical Finance
Paper
Portfolio value-at-risk with heavy-tailed risk factors
- - Paul Glasserman
  - Philip Heidelberger
  - et al.
- 2003
- Mathematical Finance
Paper