APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (Q5854315)
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scientific article; zbMATH DE number 7323551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES |
scientific article; zbMATH DE number 7323551 |
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APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (English)
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16 March 2021
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growth optimal portfolio
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hierarchical diversification
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strict supermartingale property
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benchmark approach
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stock price bubbles
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