A Complete Explicit Solution to the Log-Optimal Portfolio Problem
| Autor: | Goll, Thomas, Kallsen, Jan |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2003 May 01. 13(2), 774-799. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Goll, Thomas, Kallsen, Jan |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2003 May 01. 13(2), 774-799. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|