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"Constant Markov Portfolio and its application to universal portfolio with ..."

Mariko Tsurusaki, Jun'ichi Takeuchi (2012)

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DOI: 10.1109/ISIT.2012.6283550

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Mariko Tsurusaki, Jun'ichi Takeuchi:
Constant Markov Portfolio and its application to universal portfolio with side information. ISIT 2012: 1623-1627

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