On asymptotic log-optimal portfolio optimization (Q6109043)
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scientific article; zbMATH DE number 7705235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic log-optimal portfolio optimization |
scientific article; zbMATH DE number 7705235 |
Statements
On asymptotic log-optimal portfolio optimization (English)
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30 June 2023
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control applications in finance
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stochastic systems
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portfolio optimization
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financial engineering
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expected logarithmic growth
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