Universal portfolios generated by Toeplitz matrices

CP Tan, SY Chu, WY Pan - Proceedings of the 3rd …, 2014 - ui.adsabs.harvard.edu
Performance of universal portfolios generated by Toeplitz matrices is studied in this paper.
The general structure of the companion matrix of the generating Toeplitz matrix is …
被引用次数：1 相关文章

[引用][C] Universal portfolios generated by Toeplitz matrices

CP Tan, SY Chu, WY Pan - AIP Conference Proceedings, 2014 - pubs.aip.org
Performance of universal portfolios generated by Toeplitz matrices is studied in this paper.
The general structure of the companion matrix of the generating Toeplitz matrix is …

[引用][C] Universal portfolios generated by Toeplitz matrices

CP Tan, SY Chu, WY Pan - AIP Conference Proceedings, 2014 - pubs.aip.org
Performance of universal portfolios generated by Toeplitz matrices is studied in this paper.
The general structure of the companion matrix of the generating Toeplitz matrix is …