Pages that link to "Item:Q257856"
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The following pages link to Some limit theorems for the log-optimal portfolio (Q257856):
Displaying 5 items.
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment (Q1101323) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- A note on log-optimal portfolios in exponential Lévy markets (Q4659948) (← links)
