Statistical properties of estimators for the log-optimal portfolio (Q2216173): Difference between revisions

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+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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+Competitive Optimality of Logarithmic Investment
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+Basic properties of strong mixing conditions. A survey and some open questions
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+Q3847797
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+An algorithm for maximizing expected log investment return
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+A theoretical foundation of portfolio resampling
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+PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE
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+ARBITRAGE PRICING THEORY IN ERGODIC MARKETS
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+Dominating estimators for minimum-variance portfolios
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+On the asymptotics of constrained \(M\)-estimation
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+The numéraire portfolio in semimartingale financial models
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+The commutation matrix: Some properties and applications
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+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
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+Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
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+A benchmark approach to quantitative finance
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+The impact of bootstrap methods on time series analysis
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+Asymptotic Statistics
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