Optimal portfolios with asymptotic criteria (Q1313154): Difference between revisions

@@ Property / author @@
-Ken-ichi Suzuki
@@ Property / author: Ken-ichi Suzuki / rank @@
-Normal rank
@@ Property / author @@
+Ken-ichi Suzuki
@@ Property / author: Ken-ichi Suzuki / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
+Normal rank
@@ Property / cites work @@
+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4191861
@@ Property / cites work: Q4191861 / rank @@
+Normal rank