Universal Portfolios with and Without Transaction Costs
Abstract
Article Free Access Share on Universal portfolios with and without transaction costs Authors: Avrim Blum School of Computer Science, Carnegie Mellon University, Pittsburgh, PA School of Computer Science, Carnegie Mellon University, Pittsburgh, PAView Profile , Adam Kalai School of Computer Science, Carnegie Mellon University, Pittsburgh, PA School of Computer Science, Carnegie Mellon University, Pittsburgh, PAView Profile Authors Info & Claims COLT '97: Proceedings of the tenth annual conference on Computational learning theoryJuly 1997 Pages 309–313https://doi.org/10.1145/267460.267518Online:01 July 1997Publication History 19citation435DownloadsMetricsTotal Citations19Total Downloads435Last 12 Months6Last 6 weeks2 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited. To manage your alert preferences, click on the button below. Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteeReaderPDF
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Blum and Kalai. "Universal Portfolios with and Without Transaction Costs." Annual Conference on Computational Learning Theory, 1997. doi:10.1145/267460.267518Markdown
[Blum and Kalai. "Universal Portfolios with and Without Transaction Costs." Annual Conference on Computational Learning Theory, 1997.](https://mlanthology.org/colt/1997/blum1997colt-universal/) doi:10.1145/267460.267518BibTeX
@inproceedings{blum1997colt-universal,
title = {{Universal Portfolios with and Without Transaction Costs}},
author = {Blum, Avrim and Kalai, Adam},
booktitle = {Annual Conference on Computational Learning Theory},
year = {1997},
pages = {309-313},
doi = {10.1145/267460.267518},
url = {https://mlanthology.org/colt/1997/blum1997colt-universal/}
}