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Overcoming the uncertainties of an economic downturn using a universal portfolio in investment
(Universiti Malaysia Perlis (UniMAP), 2010-06-02)
In (Cover and Ordentlich, 1996) a parametric class of
universal portfolios generated by the Dirichlet
) ..., , ( 1 m a a probability distribution is introduced
and the study is focused on the universal portfolios
generated ...