scientific article; zbMATH DE number 78502

MaRDI QIDQ4016324zbMATH OpenFDO

Authors Gusztáv Morvai

Publication date 14 December 1992

zbMATH Keywords

empirical log-optimal portfoliorandom stock market

Mathematics Subject Classification ID

Portfolio theory (91G10) Stochastic systems in control theory (general) (93E03)

Cited in

(6)

• Optimal portfolios for logarithmic utility.
• Statistical properties of estimators for the log-optimal portfolio
• scientific article; zbMATH DE number 513099 (Why is no real title available?)
• Iterative nonparametric estimation of a log-optimal portfolio selection function
• scientific article; zbMATH DE number 269311 (Why is no real title available?)
• STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY

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