ASYMPTOTICALLY OPTIMAL PORTFOLIOS

DOI10.1111/j.1467-9965.1992.tb00042.xzbMath0900.90045OpenAlexW2157074180MaRDI QIDQ4345928

Farshid Jamshidan

Publication date: 31 August 1997

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00042.x

zbMATH Keywords

quadratic programmingconstant rebalanced portfoliosoptimal growthrebalancinguniversal portfolioperformance weighting

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Economic growth models (91B62)

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