scientific article; zbMATH DE number 2140968

MaRDI QIDQ4653236zbMATH OpenFDO

Authors Choon Peng Tan

Publication date 7 March 2005

zbMATH Keywords

asymptotic behaviourbeta-weighted universal portfoliobounds

Mathematics Subject Classification ID

Recommendations

• Universal portfolios with side information
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• ASYMPTOTICALLY OPTIMAL PORTFOLIOS

Cited in

(1)

• Universal portfolios with side information

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