A complete explicit solution to the log-optimal portfolio problem.
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Publication:1413691
DOI10.1214/aoap/1050689603zbMath1034.60047OpenAlexW1986077423MaRDI QIDQ1413691
Publication date: 17 November 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1050689603
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