Statistical properties of estimators for the log-optimal portfolio

Publication date

2020

Document type

Research article

Author

Organisational unit

DOI

URI

Series or journal

Mathematical methods of operations research

Periodical volume

92

Periodical issue

1

First page

1

Last page

32

Peer-reviewed

✅

Part of the university bibliography

✅

Cite as

Enthalten in: Mathematical methods of operations research. - Berlin : Springer, 1956. - Online-Ressource . - Bd. 92.2020, 1 (Aug.), Seite 1-32

Version

Not applicable (or unknown)

Access right on openHSU

Metadata only access

Open Access Funding

Springer Nature (DEAL)