Ergodic robust maximization of asymptotic growth (Q2240869)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Ergodic robust maximization of asymptotic growth
scientific article

    Statements

    Ergodic robust maximization of asymptotic growth (English)
    0 references
    0 references
    0 references
    0 references
    4 November 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    long horizon
    0 references
    model uncertainty
    0 references
    robust growth
    0 references
    stochastic portfolio theory
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references