Universal portfolios with and without transaction costs.
type: Item
instance of: scholarly article
title: Universal portfolios with and without transaction costs.
zbMATH Open document ID: 1083.91509
DOI: 10.1023/A:1007530728748
published in: Machine Learning
publication date: 2000-06-07T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1399438
zbMATH Keywords: universals portfolios
zbMATH Keywords: constant-rebalanced portfolios
zbMATH Keywords: regret bounds
zbMATH Keywords: competitive analysis
zbMATH Keywords: transaction costs
author: Avrim Blum
author: Adam Tauman Kalai
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1399438