EMPIRICAL LOG-OPTIMAL PORTFOLIO SELECTION

被引：0
|
作者：
MORVAI, G [1 ]
机构：
[1] TECH UNIV BUDAPEST,H-1521 BUDAPEST,HUNGARY
来源：
PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII | 1991年 / 20卷 / 06期
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We show that the empirical log-optimal portfolio performs asymptotically under certain conditions as well as the optimal one.
引用
收藏
页码：453 / 463
页数：11
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