Universal portfolio selection

Vladimir Vovk; Chris J. H. C. Watkins

Universal portfolio selection

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Proceedings of the Eleventh Annual Conference on Computational Learning Theory
Place of Publication	New York
Publisher	ACM Press
Pages	12-23
Number of pages	12
Publication status	Published - 1998

Cite this

@inbook{0c3e69470f55442bbdea0c8726c45340,

title = "Universal portfolio selection",

author = "Vladimir Vovk and Watkins, \{Chris J. H. C.\}",

note = "Editors: Peter Bartlett and Yishay Mansour. In: Proceedings of the Eleventh Annual Conference on Computational Learning Theory, pp. 12\{23. New York: ACM Press, 1998.",

year = "1998",

language = "English",

pages = "12--23",

booktitle = "Proceedings of the Eleventh Annual Conference on Computational Learning Theory",

publisher = "ACM Press",

}

TY - CHAP

T1 - Universal portfolio selection

AU - Vovk, Vladimir

AU - Watkins, Chris J. H. C.

N1 - Editors: Peter Bartlett and Yishay Mansour. In: Proceedings of the Eleventh Annual Conference on Computational Learning Theory, pp. 12{23. New York: ACM Press, 1998.

PY - 1998

Y1 - 1998

M3 - Chapter (peer-reviewed)

SP - 12

EP - 23

BT - Proceedings of the Eleventh Annual Conference on Computational Learning Theory

PB - ACM Press

CY - New York

ER -