{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/universal-portfolios","title":"Universal Portfolios","arxiv_id":null,"date":"1991-01-01","proceeding":"Mathematical Finance, Vol. 1 1991 1","authors":["Thomas M. Cover"],"abstract":"We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market.","url_abs":"https://isl.stanford.edu/~cover/papers/paper93.pdf","url_pdf":"https://isl.stanford.edu/~cover/papers/paper93.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"universal-portfolios","repo_url":"https://github.com/Marigold/universal-portfolios","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}