Pages that link to "Item:Q2888929"
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The following pages link to On the history of the growth-optimal portfolio (Q2888929):
Displaying 7 items.
- Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
- Growth optimal portfolio for unobservable Markov-modulated markets (Q1753737) (← links)
- Growth-optimal portfolio selection with short selling and leverage (Q2888933) (← links)
- CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH (Q3608734) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)