Universal portfolios with and without transaction costs. (Q1964324)
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scientific article; zbMATH DE number 1399438
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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