Khor, Wei Sheng (2022) Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic. Master dissertation/thesis, UTAR.
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Abstract
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
| Item Type: | Final Year Project / Dissertation / Thesis (Master dissertation/thesis) |
|---|---|
| Subjects: | H Social Sciences > HG Finance Q Science > QA Mathematics |
| Divisions: | Institute of Postgraduate Studies & Research > Lee Kong Chian Faculty of Engineering and Science (LKCFES) - Sg. Long Campus > Master of Mathematics |
| Depositing User: | Sg Long Library |
| Date Deposited: | 11 Feb 2023 15:54 |
| Last Modified: | 11 Feb 2023 15:54 |
| URI: | http://eprints.utar.edu.my/id/eprint/5198 |
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