principal component and constantly re-balanced portfolio - slides

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Principal component and constantly re-balanced portfolio Gy¨ or gy Ot tucs´ ak 1 L´ aszl´ o Gy¨ orfi 1 Department of Computer Science and Information Theory Budapest University of Technology and Economics Budapest, Hungary September 20, 2007 e-mail: [email protected] www.szit.bme.hu/õti www.szit.bme.hu/õti/portfolio Ottucs´ ak, Gy¨ orfi Principal component and constantly re-balanced portfolio

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