Open Access
Issue
ITM Web Conf.
Volume 36, 2021
The 16th IMT-GT International Conference on Mathematics, Statistics and their Applications (ICMSA 2020)
Article Number 02002
Number of page(s) 6
Section Financial Mathematics
DOI https://doi.org/10.1051/itmconf/20213602002
Published online 26 January 2021
  1. T.M. Cover, E. Ordentlich, IEEE Trans. Inform. Theory 42, 348–363 (1996) [CrossRef] [Google Scholar]
  2. C.P. Tan, Performance bounds for the distribution generated universal portfolio, in Proceeding of the 59th World Statistics Congress of the International Statistical institute, 5327–5332 (2013) [Google Scholar]
  3. C.P. Tan, K.S. Kuang, S.W. Phoon, IOSR-JM 11, 54–61 (2015) [Google Scholar]
  4. L. Raymond, J.Y. Chia, Capital Market Review 24(1), 38–67 (2016) [Google Scholar]
  5. T.M. Cover, Math. Financ. 1, 1–29 (1991) [CrossRef] [Google Scholar]
  6. D.D. Wackerly, W. III. Mendenhall, R.L. Scheaffer, Mathematical Statistics with application (Brooks/Cole, Canada, 279–285, 2000) [Google Scholar]
  7. S.T. Pang, H.H. Liew, Y.F. Chang, Performance of finite order distributed generated universal portfolio, The 4th International Conference of Mathematical Sciences, UKMM AIP Conference Proceedings 1830, 020059 (2017) [Google Scholar]
  8. S.T. Pang, H.H. Liew, Y.F. Chang, MJMS, UPM 13, 157–171 (2019) [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.