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Competitive Ratio for Portfolio Management

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Encyclopedia of Optimization

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References

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Author information

Authors and Affiliations

  1. City University Hong Kong, Kowloon, China

    Xiaotie Deng

Authors
  1. Xiaotie Deng
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Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Deng, X. (2008). Competitive Ratio for Portfolio Management . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_74

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