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ASYMPTOTICALLY OPTIMAL PORTFOLIOS - MaRDI portal

ASYMPTOTICALLY OPTIMAL PORTFOLIOS (Q4345928)

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scientific article; zbMATH DE number 1040341
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ASYMPTOTICALLY OPTIMAL PORTFOLIOS
scientific article; zbMATH DE number 1040341

    Statements

    title
    ASYMPTOTICALLY OPTIMAL PORTFOLIOS (English)
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    author
    Farshid Jamshidan
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    publication date
    31 August 1997
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    zbMATH Keywords
    rebalancing
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    constant rebalanced portfolios
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    optimal growth
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    quadratic programming
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    performance weighting
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    universal portfolio
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    90C90
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    91B62
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    zbMATH DE Number
    1040341
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    OpenAlex ID
    W2157074180
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