Universal Portfolios with and Without Transaction Costs

Cite

Text

Blum and Kalai. "Universal Portfolios with and Without Transaction Costs." Machine Learning, 1999. doi:10.1023/A:1007530728748

Markdown

[Blum and Kalai. "Universal Portfolios with and Without Transaction Costs." Machine Learning, 1999.](https://mlanthology.org/mlj/1999/blum1999mlj-universal/) doi:10.1023/A:1007530728748

BibTeX

@article{blum1999mlj-universal,
  title     = {{Universal Portfolios with and Without Transaction Costs}},
  author    = {Blum, Avrim and Kalai, Adam},
  journal   = {Machine Learning},
  year      = {1999},
  pages     = {193-205},
  doi       = {10.1023/A:1007530728748},
  volume    = {35},
  url       = {https://mlanthology.org/mlj/1999/blum1999mlj-universal/}
}