Browsing Conference Papers by Author "pangst@utar.edu.my"
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Overcoming the uncertainties of an economic downturn using a universal portfolio in investment
Sook, Theng Pang; Choon, Peng Tan (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 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 ...