Game-Theoretic Optimal Portfolios

DOI10.1287/MNSC.34.6.724zbMath0649.90014OpenAlexW2145795825MaRDI QIDQ3795445

Robert M. Bell, Thomas M. Cover

Publication date: 1988

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4fad96404d5a2dcc88a84c4bd12ad11db43c5cb3

zbMATH Keywords

expected log optimal portfoliogame-theoretic optimal portfolios

Mathematics Subject Classification ID

Other game-theoretic models (91A40)

Related Items (15)

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