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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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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my-utar-eprints.51982023-02-11T07:54:05Z Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic Khor, Wei Sheng HG Finance QA Mathematics 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 2022 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf Khor, Wei Sheng (2022) Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic. Master dissertation/thesis, UTAR. http://eprints.utar.edu.my/5198/ |
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Universiti Tunku Abdul Rahman |
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Malaysia |
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Universiti Tunku Abdul Rahman |
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HG Finance QA Mathematics |
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HG Finance QA Mathematics Khor, Wei Sheng Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| description |
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 |
| format |
Final Year Project / Dissertation / Thesis |
| author |
Khor, Wei Sheng |
| author_facet |
Khor, Wei Sheng |
| author_sort |
Khor, Wei Sheng |
| title |
Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title_short |
Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title_full |
Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title_fullStr |
Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title_full_unstemmed |
Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title_sort |
performance of brownian-motion-generated universal portfolios during covid-19 pandemic |
| publishDate |
2022 |
| url |
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/ |
| _version_ |
1758583130083557376 |