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121
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FOCS
2000
IEEE
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Theoretical Computer Science
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FOCS 2000
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Efficient Algorithms for Universal Portfolios
15 years 6 months ago
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jmlr.csail.mit.edu
A constant rebalanced portfolio is an investment strategy that keeps the same distribution of wealth among a set of stocks from day to day. There has been much work on Cover'...
Adam Kalai, Santosh Vempala
claim paper
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