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The cost of achieving the best portfolio in hindsight - MaRDI portal

The cost of achieving the best portfolio in hindsight (Q2757576)

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scientific article; zbMATH DE number 1677076
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English
The cost of achieving the best portfolio in hindsight
scientific article; zbMATH DE number 1677076

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    26 November 2001
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    asset prices
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    investment
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    portfolio
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    Shannon entropy
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    The cost of achieving the best portfolio in hindsight (English)
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