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Log-Optimal Portfolios with Memory Effect - MaRDI portal

Log-Optimal Portfolios with Memory Effect (Q5742509)

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scientific article; zbMATH DE number 7054597
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Log-Optimal Portfolios with Memory Effect
scientific article; zbMATH DE number 7054597

    Statements

    title
    Log-Optimal Portfolios with Memory Effect (English)
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    author
    Zsolt Nika
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    Miklós Rásonyi
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    publication date
    15 May 2019
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    zbMATH Keywords
    portfolio theory
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    investment strategy
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    online algorithm
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    discrete Gaussian stochastic volatility
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    growth optimal
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    Identifiers

    zbMATH DE Number
    7054597
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    OpenAlex ID
    W2901688379
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    Wikidata QID
    Q128879828
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