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I recently read Online Portfolio Selection: A Survey by Li & Hoi. I rarely hear OPS talked about in the quantitative finance community, aside from different types of mean-variance optimization. So I have two questions:

  1. Why is Online Portfolio Selection / Capital Growth Theory rarely discussed in quant finance? Is there some fundamental drawback or flaw in the theory?

  2. What is the state of the art in OPS/CGT? What are the seminal papers?

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