Publication:
Statistical Properties of Estimators for the Log-Optimal Portfolio

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cris.customurl8313
cris.virtual.departmentAngewandte Stochastik und Risikomanagement
cris.virtual.departmentbrowseAngewandte Stochastik und Risikomanagement
cris.virtual.departmentbrowseAngewandte Stochastik und Risikomanagement
cris.virtual.departmentbrowseAngewandte Stochastik und Risikomanagement
cris.virtualsource.departmenta9d49f91-9465-4fcd-b19d-7b230d9cf851
dc.contributor.authorFrahm, Gabriel
dc.date.issued2018
dc.description.versionNA
dc.identifier.urihttps://openhsu.ub.hsu-hh.de/handle/10.24405/8313
dc.identifier.urlhttps://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2018/02/AP-2018-02.pdf
dc.language.isoen
dc.publisherHelmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management
dc.relation.journalWorking Paper. - Hamburg : Chair for Applied Stochastics and Risk Management
dc.relation.orgunitAngewandte Stochastik und Risikomanagement
dc.rights.accessRightsmetadata only access
dc.titleStatistical Properties of Estimators for the Log-Optimal Portfolio
dc.typeWorking paper
dcterms.bibliographicCitation.originalpublisherplaceHamburg
dspace.entity.typePublication
hsu.uniBibliography✅
oaire.citation.issue2
oaire.citation.volume2018
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