An algorithm for maximizing expected log investment return (Q3329158): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:24, 4 February 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
