Optimal portfolios with asymptotic criteria (Q1313154)
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scientific article; zbMATH DE number 490520
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| default for all languages | No label defined |
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| English | Optimal portfolios with asymptotic criteria |
scientific article; zbMATH DE number 490520 |
Statements
Optimal portfolios with asymptotic criteria (English)
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26 January 1994
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stock exchange
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portfolio optimization
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long planning horizon
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asymptotic growth rate
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asymptotic variance
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0.8497070074081421
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0.8282281160354614
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0.8272793292999268
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0.8047088980674744
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0.7933472990989685
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