Pages that link to "Item:Q6109043"
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The following pages link to On asymptotic log-optimal portfolio optimization (Q6109043):
Displaying 9 items.
- An empirical analysis on log-utility asset management (Q1000489) (← links)
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment (Q1101323) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- Iterative nonparametric estimation of a log-optimal portfolio selection function (Q4544791) (← links)
- A note on log-optimal portfolios in exponential Lévy markets (Q4659948) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios in linear time (Q4683073) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)