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