Competitive Optimality of Logarithmic Investment (Q3885563)
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scientific article; zbMATH DE number 3691124
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Competitive Optimality of Logarithmic Investment |
scientific article; zbMATH DE number 3691124 |
Statements
Competitive Optimality of Logarithmic Investment (English)
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1980
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competitive optimality
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logarithmic investment
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two-person zero-sum game
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two investors
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random investment policies
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optimal policy
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asymptotic rate of return
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portfolio selection
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