Universal Portfolios

[albo]

http://stuff.mit.edu/afs/athena/course/6/6.962/www/www_fall_2001/shaas/universal_portfolios.pdf

Has anyone else seen this paper before? If yes, what are your thoughts on the computational complexity of the problem? Anyone believes that an efficient implementation can be created?

 

[Alejandro Canete]

http://jmlr.csail.mit.edu/papers/volume3/kalai02a/kalai02a.pdf