An algorithm for maximizing expected log investment return (Q3329158): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for maximizing expected log investment return |
scientific article |
Statements
An algorithm for maximizing expected log investment return (English)
0 references
1984
0 references
log-optimal portfolio
0 references
maximal expected log return
0 references
algorithm
0 references
Kullback- Leibler information number
0 references
convergence
0 references
