An algorithm for maximizing expected log investment return (Q3329158)
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scientific article; zbMATH DE number 3860822
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An algorithm for maximizing expected log investment return |
scientific article; zbMATH DE number 3860822 |
Statements
An algorithm for maximizing expected log investment return (English)
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1984
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log-optimal portfolio
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maximal expected log return
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algorithm
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Kullback- Leibler information number
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convergence
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0.8372771739959717
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