Performance of universal portfolios in the stock market

IEEE International Symposium on Information Theory - Proceedings

Volumn , Issue , 2000, Pages 232-

  Cover, T ^a   Julian, D ^a  

^a Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

SENSITIVITY MATRIX; STOCK MARKET; UNIVERSAL PORTFOLIOS;

ALGORITHMS; HEURISTIC METHODS; INVESTMENTS; MARKETING; MATRIX ALGEBRA; SENSITIVITY ANALYSIS;

FINANCIAL DATA PROCESSING;

EID: 0034449421     PISSN: 21578095     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (4)

1. Universal portfolios
2. Universal portfolios with side information
3. The cost of achieving the best portfolio in hindsight
4. Online portfolio selection using multiplicative updates