ASYMPTOTICALLY OPTIMAL PORTFOLIOS (Q4345928)
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scientific article; zbMATH DE number 1040341
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ASYMPTOTICALLY OPTIMAL PORTFOLIOS |
scientific article; zbMATH DE number 1040341 |
Statements
ASYMPTOTICALLY OPTIMAL PORTFOLIOS (English)
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31 August 1997
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rebalancing
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constant rebalanced portfolios
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optimal growth
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quadratic programming
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performance weighting
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universal portfolio
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0.9011784195899964
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0.8490954041481018
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0.8477512001991272
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