ITM Web of Conferences

Universal portfolios generated by an inequality involving the Kullback-Leibler and chi-square divergences

Choon Peng Tan and Yap Jia Lee

ITM Web Conf., 36 (2021) 02003

Published online: 26 January 2021

DOI: 10.1051/itmconf/20213602003

Choon Peng Tan

Yap Jia Lee

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