ASYMPTOTICALLY OPTIMAL PORTFOLIOS
- 1 April 1992
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 2 (2) , 131-150
- https://doi.org/10.1111/j.1467-9965.1992.tb00042.x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Universal PortfoliosMathematical Finance, 1991
- Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum InvestmentThe Annals of Probability, 1988