Analysis of Low Order Universal Portfolios Generated by Two and Three Parameters Distributions on Malaysia's Stocks During the Covid-19 Pandemic: Hoong Chuan Ling, Sheong Wei Phoon, Yee Kam Seoh

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Analysis of Low Order Universal Portfolios Generated by Two and Three Parameters Distributions on Malaysia's Stocks During the Covid-19 Pandemic

Hoong Chuan Ling, Sheong Wei Phoon, Yee Kam Seoh

Authors

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Keywords:

universal portfolio, distribution, Best constant rebalanced portfolio (BCRP)

Abstract

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Published

2022-03-31

How to Cite

Team, S. (2022). Analysis of Low Order Universal Portfolios Generated by Two and Three Parameters Distributions on Malaysia’s Stocks During the Covid-19 Pandemic: Hoong Chuan Ling, Sheong Wei Phoon, Yee Kam Seoh. Thai Journal of Mathematics, 1–16. Retrieved from https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/1282