Universal portfolio generated by Hellinger distance

There are numerous universal portfolios generated in different studies using various divergence functions to achieve one goal, which is to maximize wealth. To extend the exploration, through this study, we have generated a new universal portfolio using the Hellinger distance. We conducted a comprehe...

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Bibliographic Details

Published in:	ITM web of conferences Vol. 67; p. 1047
Main Authors:	Chia, Xin Ying, Kuang, Kee Seng, Lee, Hui Shan, Phoon, Sheong Wei, Tan, Choon Peng
Format:	Journal Article Conference Proceeding
Language:	English
Published:	Les Ulis EDP Sciences 2024
Subjects:	Performance evaluation
ISSN:	2271-2097, 2431-7578, 2271-2097
Online Access:	Get full text
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