scientific article; zbMATH DE number 6409305

MaRDI QIDQ5176629zbMATH OpenFDO

Authors Yukio Hirashita

Publication date 27 February 2015

Full work available at URL https://arxiv.org/abs/math/0703078, http://www.pphmj.com/abstract/8733.htm

zbMATH Keywords

complete Bernstein functionproportion of investmentTauberian theorem

Mathematics Subject Classification ID

Tauberian theorems (40E05) Probabilistic games; gambling (91A60) Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

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Cited in

(1)

• When does the expectation of a ratio equal the ratio of expectations?

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