Statistical properties of estimators for the log-optimal portfolio (Q2216173)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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