A Comparison of Empirical Studies of Helmbold Universal Portfolio and Universal Portfolio Generated

The Helmbold universal portfolio was created, and its performance on the New York Stock Exchange demonstrated a potential wealth return. Many scholars use this empirical conclusion as a performance baseline against which new universal portfolios are measured. The -disparity difference, a lesser variant of the -divergence, is explored and used to create a new universal portfolio. Then, using the -disparity differences, a new universal portfolio was created. For both global portfolios, five stock data sets from Bursa Malaysia were used for the empirical investigation. The purpose of this article is to compare and contrast various global portfolios.

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