Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405)

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scientific article; zbMATH DE number 7743061
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Robust asymptotic growth in stochastic portfolio theory under long‐only constraints
scientific article; zbMATH DE number 7743061

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    Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (English)
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    28 September 2023
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    Knightian model uncertainty
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    long-only constraints
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    robust growth
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    stochastic portfolio theory
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