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Universal portfolios generated by an inequality involving the Kullback-Leibler and chi-square divergences by Tan Choon Peng, Lee Yap Jia
Published 2021-01-01
Article -
10
Universal portfolios generated by rational functions by Kuang Kee Seng, Tan Choon Peng, Goh Yann Ling
Published 2021-01-01
Article