Portfolio management without probabilities or statistics
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Publication:666453
DOI10.1007/s10436-008-0106-6zbMath1233.91305OpenAlexW1998350629MaRDI QIDQ666453
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
stochastic approximationevolutionary stabilityportfolio selectionlog-utilitygrowth of wealthnumeraire portfolio
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