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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Bibliographic Details
Main Author: Khor, Wei Sheng
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/
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Institution: Universiti Tunku Abdul Rahman
Description
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