Limit theorems for stochastic vector-valued sequences and their applications

zbMath1199.60071MaRDI QIDQ1034345

Wei-guo Yang, Zhen-Hua Bao, Zhong-Xing Ye

Publication date: 11 November 2009

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

limit theorems; portfolios; mixing sequence

Mathematics Subject Classification ID

60F15: Strong limit theorems

91G80: Financial applications of other theories

91G10: Portfolio theory