Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173)
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scientific article; zbMATH DE number 7573882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality |
scientific article; zbMATH DE number 7573882 |
Statements
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (English)
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22 August 2022
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log-optimal portfolio
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numéraire portfolio
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NFLVR condition
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log-utility
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NUPBR condition
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deflator
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semimartingale model and characteristics
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