Pathwise analysis of log-optimal portfolios

MaRDI QIDQ7186310arXivFDO

Authors Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Prömel

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Rough paths (60L20) Portfolio theory (91G10)

arXiv classification

q-fin.MF

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