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Property / DOI: 10.1007/s00186-020-00701-1 / rank
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Property / full work available at URL: https://doi.org/10.1007/s00186-020-00701-1 / rank
 
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Latest revision as of 12:49, 17 December 2024

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Statistical properties of estimators for the log-optimal portfolio
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    Statistical properties of estimators for the log-optimal portfolio (English)
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    15 December 2020
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    best constant re-balanced portfolio
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    estimation risk
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    growth-optimal portfolio
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    log-optimal portfolio
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    mean-variance optimization
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