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
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Format: | Final Year Project / Dissertation / Thesis |
Published: |
2022
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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/ |
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Institution: | Universiti Tunku Abdul Rahman |
Summary: | 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 |
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