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
| Main Author: | |
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2022
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| Online Access: | http://eprints.utar.edu.my/5198/ http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf |
| _version_ | 1848886353590222848 |
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| author | Khor, Wei Sheng |
| author_facet | Khor, Wei Sheng |
| author_sort | Khor, Wei Sheng |
| building | UTAR Institutional Repository |
| collection | Online Access |
| 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 |
| first_indexed | 2025-11-15T19:37:09Z |
| format | Final Year Project / Dissertation / Thesis |
| id | utar-5198 |
| institution | Universiti Tunku Abdul Rahman |
| institution_category | Local University |
| last_indexed | 2025-11-15T19:37:09Z |
| publishDate | 2022 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | utar-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/ |
| spellingShingle | HG Finance QA Mathematics Khor, Wei Sheng Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title | 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_short | Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic |
| title_sort | performance of brownian-motion-generated universal portfolios during covid-19 pandemic |
| topic | HG Finance QA Mathematics |
| url | http://eprints.utar.edu.my/5198/ http://eprints.utar.edu.my/5198/1/Final_Report_%2D_Performance_of_Brownian%2DMotion%2DGenerated_Universal_Portfolios_during_COVID%2D19_Pandemic.pdf |