Competitive Optimality of Logarithmic Investment
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Publication:3885563
DOI10.1287/moor.5.2.161zbMath0442.90120OpenAlexW1998180210MaRDI QIDQ3885563
Robert M. Bell, Thomas M. Cover
Publication date: 1980
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.5.2.161
portfolio selectionoptimal policytwo-person zero-sum gamecompetitive optimalityasymptotic rate of returnlogarithmic investmentrandom investment policiestwo investors
2-person games (91A05) Other game-theoretic models (91A40) Operations research and management science (90B99)
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