The return on investment from proportional portfolio strategies (Q4391415)
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scientific article; zbMATH DE number 1158343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The return on investment from proportional portfolio strategies |
scientific article; zbMATH DE number 1158343 |
Statements
The return on investment from proportional portfolio strategies (English)
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19 January 1999
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diffusions
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stationary distributions
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convergence in distribution
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limit theorems
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stochastic order relations
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logarithmic utility
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dynamic asset allocation strategies
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optimal portfolio strategies
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rate of return on investment
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optimal growth policy
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