Log-Optimal Portfolios with Memory Effect (Q5742509)
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scientific article; zbMATH DE number 7054597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-Optimal Portfolios with Memory Effect |
scientific article; zbMATH DE number 7054597 |
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Log-Optimal Portfolios with Memory Effect (English)
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15 May 2019
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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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