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Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic

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

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Bibliographic Details
Main Author: Khor, Wei Sheng
Format: Final Year Project / Dissertation / Thesis
Published: 2022
Subjects:
HG Finance
QA Mathematics
Online Access:http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf
http://eprints.utar.edu.my/5198/
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id my-utar-eprints.5198
record_format eprints
spelling my-utar-eprints.51982023-02-11T07:54:05Z Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic Khor, Wei Sheng HG Finance QA Mathematics 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 2022 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf Khor, Wei Sheng (2022) Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic. Master dissertation/thesis, UTAR. http://eprints.utar.edu.my/5198/
institution Universiti Tunku Abdul Rahman
building UTAR Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Tunku Abdul Rahman
content_source UTAR Institutional Repository
url_provider http://eprints.utar.edu.my
topic HG Finance
QA Mathematics
spellingShingle HG Finance
QA Mathematics
Khor, Wei Sheng
Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
description 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
format Final Year Project / Dissertation / Thesis
author Khor, Wei Sheng
author_facet Khor, Wei Sheng
author_sort Khor, Wei Sheng
title Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
title_short Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
title_full Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
title_fullStr Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
title_full_unstemmed Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
title_sort performance of brownian-motion-generated universal portfolios during covid-19 pandemic
publishDate 2022
url http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf
http://eprints.utar.edu.my/5198/
_version_ 1758583130083557376
score 13.160551

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