Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405)
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scientific article; zbMATH DE number 7743061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust asymptotic growth in stochastic portfolio theory under long‐only constraints |
scientific article; zbMATH DE number 7743061 |
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Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (English)
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28 September 2023
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Knightian model uncertainty
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long-only constraints
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robust growth
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stochastic portfolio theory
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