Log-optimal portfolio-selection strategies with proportional transaction costs (Q2888932)
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scientific article; zbMATH DE number 6042747
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| English | Log-optimal portfolio-selection strategies with proportional transaction costs |
scientific article; zbMATH DE number 6042747 |
Statements
4 June 2012
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0.93791336
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0.9348694
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0.9343275
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0.9330796
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0.9308684
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0.92887455
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0.9267993
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0.9261279
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Log-optimal portfolio-selection strategies with proportional transaction costs (English)
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