Universal portfolios generated by Vandermonde generating matrix

2017 ◽  
Author(s):  
Choon Peng Tan ◽  
Say Loong Yong
Keyword(s):  
Universal Portfolios ◽  
Generating Matrix

scholarly journals A Note on Universal Bilinear Portfolios

2021 ◽  
Vol 9 (1) ◽  
pp. 11
Author(s):  
Alex Garivaltis
Keyword(s):  
Growth Factor ◽  
Trading Strategy ◽  
Weighted Averaging ◽  
Asset Market ◽  
Best Constant ◽  
Capital Growth ◽  
Universal Portfolios ◽  
Universal Portfolio ◽  
Technical Sense ◽  
Constant Rebalanced Portfolios

This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of “universal portfolios”. I generalize Cover’s benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight by considering the best bilinear trading strategy determined in hindsight for the realized sequence of asset prices. A bilinear trading strategy is a mini two-period active strategy whose final capital growth factor is linear separately in each period’s gross return vector for the asset market. I apply Thomas Cover’s ingenious performance-weighted averaging technique to construct a universal bilinear portfolio that is guaranteed (uniformly for all possible market behavior) to compound its money at the same asymptotic rate as the best bilinear trading strategy in hindsight. Thus, the universal bilinear portfolio asymptotically dominates the original (1-linear) universal portfolio in the same technical sense that Cover’s universal portfolios asymptotically dominate all constant-rebalanced portfolios and all buy-and-hold strategies. In fact, like so many Russian dolls, one can get carried away and use these ideas to construct an endless hierarchy of ever more dominant H-linear universal portfolios.

scholarly journals Generating matrix of the bi-periodic Lucas numbers

2017 ◽  
Author(s):  
Arzu Coskun ◽  
Necati Taskara
Keyword(s):  
Lucas Numbers ◽  
Generating Matrix

scholarly journals Symmetric Functions for the Generating Matrix of the Yangian of $\mathfrak{gl}_n({\Bbb C})$

10.37236/217 ◽  
2009 ◽  
Vol 16 (1) ◽  
Author(s):  
Natasha Rozhkovskaya
Keyword(s):  
Symmetric Functions ◽  
Combinatorial Identities ◽  
Schur Polynomials ◽  
Generating Matrix

Analogues of classical combinatorial identities for elementary and homogeneous symmetric functions with coefficients in the Yangian are proved. As a corollary, similar relations are deduced for shifted Schur polynomials.

A STUDY ON MALAYSIA STOCKS USING DISTRIBUTION BASED UNIVERSAL PORTFOLIOS

2021 ◽  
Vol 131 (1) ◽  
pp. 17-28
Author(s):  
Sook Theng Pang ◽  
How Hui Liew ◽  
Kah Hong Tan
Keyword(s):  
Universal Portfolios

V. TGF-β signaling pathways

2000 ◽  
Vol 279 (5) ◽  
pp. G845-G850 ◽  
Author(s):  
Rebecca G. Wells
Keyword(s):  
Growth Factor ◽  
Signaling Pathways ◽  
Transforming Growth Factor ◽  
Matrix Effects ◽  
Matrix Deposition ◽  
Peptide Growth Factor ◽  
Wide Range ◽  
The Matrix ◽  
Extracellular Matrix Deposition ◽  
Generating Matrix

Transforming growth factor (TGF)-β is a multifunctional peptide growth factor with a wide range of potential effects on growth, differentiation, extracellular matrix deposition, and the immune response. General TGF-β signaling pathways have been described in detail over the last several years, but factors that determine the nature of the TGF-β response are poorly understood. In particular, signaling pathways that specifically mediate the matrix effects of TGF-β have received little attention, although they will be important therapeutic targets in the treatment of pathological fibrosis. This themes article focuses on TGF-β signaling and highlights potential points for generating matrix-specific responses.

Generating matrix and sums of Fibonacci and Pell sequences

2014 ◽  
Author(s):  
C. K. Ho ◽  
H. S. Woon ◽  
Chin-Yoon Chong
Keyword(s):  
Generating Matrix
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