Universal portfolios with and without transaction costs.

DOI10.1023/A:1007530728748zbMath1083.91509MaRDI QIDQ1964324

Adam Tauman Kalai, Avrim L. Blum

Publication date: 7 June 2000

Published in: Machine Learning (Search for Journal in Brave)

zbMATH Keywords

competitive analysistransaction costsregret boundsconstant-rebalanced portfoliosuniversals portfolios

Mathematics Subject Classification ID

Related Items (23)

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