Growth-optimal portfolio selection with short selling and leverage

zbMATH Open1239.91149MaRDI QIDQ2888933FDOQ2888933

Authors: Márk Horváth, András Urbán 

Publication date: 4 June 2012

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781848168145/9781848168145_0004.html

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cited In (1)

• Growth-oriented portfolio selection based on stochastic holding periods

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