An algorithm for maximizing expected log investment return (Q3329158)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for maximizing expected log investment return |
scientific article |
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An algorithm for maximizing expected log investment return (English)
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1984
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log-optimal portfolio
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maximal expected log return
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algorithm
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Kullback- Leibler information number
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convergence
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