Universal portfolios with and without transaction costs

Proceedings of the Annual ACM Conference on Computational Learning Theory

Volumn , Issue , 1997, Pages 309-313

  Blum, Avrim ^a   Kalai, Adam ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING ALGORITHMS; MATHEMATICAL MODELS; ONLINE SYSTEMS; RANDOM PROCESSES;

CONSTANT REBALANCED PORTFOLIO (CRP);

FINANCIAL DATA PROCESSING;

EID: 0030721809     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/267460.267518     Document Type: Conference Paper

References (15)