On asymptotic log-optimal portfolio optimization (Q6109043)

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scientific article; zbMATH DE number 7705235
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On asymptotic log-optimal portfolio optimization
scientific article; zbMATH DE number 7705235

    Statements

    title
    On asymptotic log-optimal portfolio optimization (English)
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    author
    Chung-Han Hsieh
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    published in
    Automatica
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    publication date
    30 June 2023
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    zbMATH Keywords
    control applications in finance
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    stochastic systems
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    portfolio optimization
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    financial engineering
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    expected logarithmic growth
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    cites work
    Q4821526
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    Universal Portfolios
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    Q4828653
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    Numerical Optimization
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    Q4115333
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    Identifiers

    arXiv ID
    2103.04898
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    zbMATH DE Number
    7705235
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    OpenAlex ID
    W4322109852
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