Some limit theorems for the log-optimal portfolio (Q257856)
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scientific article; zbMATH DE number 6557497
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some limit theorems for the log-optimal portfolio |
scientific article; zbMATH DE number 6557497 |
Statements
Some limit theorems for the log-optimal portfolio (English)
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17 March 2016
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strong limit theorems
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log-optimal portfolio
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\(\ast\)-mixing sequence
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0.9585434794425964
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0.81361985206604
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0.7918352484703064
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0.7795280814170837
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