Performance of the mahalanobis and other parametric families of universal portfolios

Bibliographic Details
Main Author: Lim, Wei Xiang
Format: Final Year Project / Dissertation / Thesis
Published: 2012
Subjects:
Online Access:http://eprints.utar.edu.my/672/
http://eprints.utar.edu.my/672/1/MSA%2D2012%2D1002129%2D1.pdf