When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection (Q4812331): Difference between revisions
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| Property / cites work: Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment / rank | |||
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Latest revision as of 20:35, 6 June 2024
scientific article; zbMATH DE number 2097578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection |
scientific article; zbMATH DE number 2097578 |
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When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection (English)
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7 September 2004
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log-optimal portfolio selection
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log-normal return distributions
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dimension reduction
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