Application of large deviations method in the portfolio (Q5194472)
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scientific article; zbMATH DE number 7108820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Application of large deviations method in the portfolio |
scientific article; zbMATH DE number 7108820 |
Statements
20 September 2019
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large deviations
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logarithmic yield
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optimal portfolio
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0.8229338526725769
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0.7764173150062561
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0.776387095451355
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0.765621542930603
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0.7643480896949768
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