Universal portfolios with and without transaction costs. (Q1964324)
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scientific article; zbMATH DE number 1399438
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Universal portfolios with and without transaction costs. |
scientific article; zbMATH DE number 1399438 |
Statements
Universal portfolios with and without transaction costs. (English)
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7 June 2000
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universals portfolios
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constant-rebalanced portfolios
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regret bounds
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competitive analysis
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transaction costs
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0.8848299384117126
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0.8724088072776794
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0.8411790132522583
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0.8349425196647644
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0.8342456221580505
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