STATISTICAL-ANALYSIS AND APPLICATIONS OF LOG-OPTIMAL INVESTMENTS

被引：0
|
作者：
VAJDA, I [1 ]
OSTERREICHER, F [1 ]
机构：
[1] SALZBURG UNIV,INST MATH,A-5020 SALZBURG,AUSTRIA
来源：
KYBERNETIKA | 1994年 / 30卷 / 03期
关键词：
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Known facts about the existence and uniqueness of the log-optimal investment portfolio are presented in a simpler and more complete form than in previous publications. Five examples illustrate the problems around its existence and uniqueness and provide an intuitive insight into mathematical properties of the log-optimal portfolio and the associated optimal doubling rate.
引用
收藏
页码：331 / 342
页数：12
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