Optimal portfolios with asymptotic criteria (Q1313154)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal portfolios with asymptotic criteria
scientific article

    Statements

    Optimal portfolios with asymptotic criteria (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 January 1994
    0 references
    0 references
    stock exchange
    0 references
    portfolio optimization
    0 references
    long planning horizon
    0 references
    asymptotic growth rate
    0 references
    asymptotic variance
    0 references