scientific article; zbMATH DE number 269311

zbMath0776.90009MaRDI QIDQ5288318

Gusztáv Morvai

Publication date: 20 September 1993

Full work available at URL: https://eudml.org/doc/28507

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stock marketasymptotically optimal growth rate of capitalempirical log-optimal portfolio selector

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

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Cites Work

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• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Law of Large Numbers for Random Sets and Allocation Processes
• An algorithm for maximizing expected log investment return
• Epi‐consistency of convex stochastic programs
• Game-Theoretic Optimal Portfolios
• A bound on the financial value of information
• Optimal strategies for repeated games
• Constrained estimation: Consistency and asymptotics
• Universal Portfolios
• Investment policies for expanding businesses optimal in a long‐run sense

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