When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection (Q4812331)
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scientific article; zbMATH DE number 2097578
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| English | When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection |
scientific article; zbMATH DE number 2097578 |
Statements
When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection (English)
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7 September 2004
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log-optimal portfolio selection
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log-normal return distributions
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dimension reduction
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0.8201092481613159
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0.7960907220840454
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