Universal Portfolios with and Without Transaction Costs

Blum and Kalai. "Universal Portfolios with and Without Transaction Costs." Annual Conference on Computational Learning Theory, 1997. doi:10.1145/267460.267518

[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:10.1145/267460.267518

@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/}
}