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
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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