Pages that link to "Item:Q2888931"
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The following pages link to Empirical log-optimal portfolio selections: a survey (Q2888931):
Displaying 14 items.
- An empirical analysis on log-utility asset management (Q1000489) (← links)
- Empirical Bayes stock market portfolios (Q1083349) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412) (← links)
- Growth-optimal portfolio selection with short selling and leverage (Q2888933) (← links)
- Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
- An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs (Q3581020) (← links)
- Iterative nonparametric estimation of a log-optimal portfolio selection function (Q4544791) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
- NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES (Q5488978) (← links)
- Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)