Title: | Statistical Properties of Estimators for the Log-Optimal Portfolio | Authors: | Frahm, Gabriel | Language: | eng | Issue Date: | 2018 | Publisher: | Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management | Document Type: | Working Paper | Journal / Series / Working Paper (HSU): | Working Paper. - Hamburg : Chair for Applied Stochastics and Risk Management | Volume: | 2018 | Issue: | 2 | Publisher Place: | Hamburg | Organization Units (connected with the publication): | Angewandte Stochastik und Risikomanagement | URL: | https://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2018/02/AP-2018-02.pdf |
Appears in Collections: | 3 - Publication references (without fulltext) |
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