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
4 November 2021
0 references
long horizon
0 references
model uncertainty
0 references
robust growth
0 references
stochastic portfolio theory
0 references
0 references
0 references