Open AccessThe Bregman-divergence universal portfolio associated with a convex polynomial
Author(s) -
Choon Peng Tan,
Yap Jia Lee
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1132/1/012073
Subject(s) - portfolio , portfolio optimization , mathematics , portfolio insurance , post modern portfolio theory , econometrics , portfolio investment , replicating portfolio , mathematical optimization , economics , financial economics