Portfolio management without probabilities or statistics

DOI10.1007/s10436-008-0106-6zbMath1233.91305OpenAlexW1998350629MaRDI QIDQ666453

Sjur Didrik Flåm

Publication date: 8 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-0508.pdf

zbMATH Keywords

stochastic approximationevolutionary stabilityportfolio selectionlog-utilitygrowth of wealthnumeraire portfolio

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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