Pages that link to "Item:Q3329158"
From MaRDI portal
The following pages link to An algorithm for maximizing expected log investment return (Q3329158):
Displayed 19 items.
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- Portfolio management without probabilities or statistics (Q666453) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- Empirical Bayes stock market portfolios (Q1083349) (← links)
- Maximum likelihood identification of neural point process systems (Q1111960) (← links)
- Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
- A new smoothing-regularization approach for a maximum-likelihood estimation problem (Q1322715) (← links)
- An approach to simple bargaining games and related problems (Q1408730) (← links)
- An interior point multiplicative method for optimization under positivity constraints (Q1897269) (← links)
- General maximum likelihood empirical Bayes estimation of normal means (Q2388976) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- On an iterative method for a class of integral equations of the first kind (Q3765199) (← links)
- (Q4281792) (← links)
- Universal Portfolios (Q4345877) (← links)
- When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection (Q4812331) (← links)
- (Q5288318) (← links)
- Internal regret in on-line portfolio selection (Q5916205) (← links)
- Internal regret in on-line portfolio selection (Q5921688) (← links)