Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
The universal portfolio is a portfolio investment strategy which aims to maximize the return and it proves to achieve good return. The algorithm introduced by Cover requires memory in order
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2022
|
| Subjects: | |
| Online Access: | http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf http://eprints.utar.edu.my/5198/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Tunku Abdul Rahman |