Searching for "Universal Portfolios With and Without Transaction Costs." – sorted by Relevance.
4 documents found, showing 1 through 4.
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Universal Portfolios With and Without Transaction Costs
- … Portfolios With and Without Transaction Costs AVRIM BLUM avrim+@(email omitted); ADAM KALAI akalai…
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With and Without Transaction Costs
- … will be discussing the paper “Universal Portfolios With and Without Transaction Costs” by Avrim Blum and Adam Kalai…
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Theory, 1998. [BB, p.90] A. Blum and C. Burch. On-line learning and the metrical task system. In
- …, 8(4):325-347, 1998. [BK, p.90] A. Blum and A. Kalai. Universal portfolios with and without…
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Relative Loss Bounds for Entropy Based Updates (Preliminary Bibliography)
- …, 1997. [25] A. Blum and A. Kalai. Universal portfolios with and without transaction costs. In Proc. 10th…
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