Statistical properties of estimators for the log-optimal portfolio

Publication date

2020-01-25

Document type

Research article

Author

Organisational unit

DOI

URI

Publisher

Springer

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

✅

Language

English

Description

This article is licensed under a Creative Commons Attribution 4.0 International License (https://creativecommons.org/licenses/by/4.0/).

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)

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