Universal portfolios with side information (Q4885666)
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scientific article; zbMATH DE number 910536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Universal portfolios with side information |
scientific article; zbMATH DE number 910536 |
Statements
Universal portfolios with side information (English)
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28 July 1996
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universal investment
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sequential investment algorithm
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side information
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rebalanced portfolio
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0.85470873
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0.8181252
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0.81512964
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0.81309706
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