Efficient Universal Portfolios for Past‐Dependent Target Classes
- 10 March 2003
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 13 (2) , 245-276
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- On‐Line Portfolio Selection Using Multiplicative UpdatesMathematical Finance, 1998
- Universal portfolios with side informationIEEE Transactions on Information Theory, 1996
- ASYMPTOTICALLY OPTIMAL PORTFOLIOSMathematical Finance, 1992
- Universal PortfoliosMathematical Finance, 1991
- Optimum consumption and portfolio rules in a continuous-time modelJournal of Economic Theory, 1971
- Lifetime Portfolio Selection under Uncertainty: The Continuous-Time CaseReview of Economics and Statistics, 1969