Performance of universal portfolios in the stock market

被引：1
|
作者：
Cover, T [1 ]
Julian, D [1 ]
机构：
[1] Stanford Univ, Informat Syst Lab, Stanford, CA 94305 USA
来源：
2000 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, PROCEEDINGS | 2000年
关键词：
D O I：
10.1109/ISIT.2000.866530
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We compare the theoretical and empirical performance of horizon-free universal portfolios for a large number of stock pairs using real stock market data in two scenarios: with and without side information, and with and without short selling.
引用
收藏
页码：232 / 232
页数：1
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