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Duy Khanh Lam

According to our database1, Duy Khanh Lam authored at least 4 papers between 2024 and 2025.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

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Bibliography

2025
Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence.
[BibTeX]
[DOI]
Duy Khanh Lam
CoRR, July, 2025

Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms.
[BibTeX]
[DOI]
Duy Khanh Lam
CoRR, January, 2025

2024
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms.
[BibTeX]
[DOI]
Duy Khanh Lam
CoRR, 2024

Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms.
[BibTeX]
[DOI]
Duy Khanh Lam
CoRR, 2024


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