Universal portfolios with and without transaction costs
Authored By: | Avrim Blum and Adam Kalai |
Paper Title: | Universal portfolios with and without transaction costs |
Book/Journal Title: | Proc. 10th Annu. Conf. on Comput. Learning Theory |
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Publisher: | ACM Press |
Publication Date: | 1997 |
Pages: | 309-313 |
BibTeX Record:
@InProceedings{bk-upwtc-97,
author = "Avrim Blum and Adam Kalai",
title = "Universal portfolios with and without transaction costs",
booktitle = "Proc. 10th Annu. Conf. on Comput. Learning Theory",
publisher = "ACM Press",
year = "1997",
pages = "309--313",
}
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