Optimal portfolios with asymptotic criteria
- 1 December 1993
- journal article
- Published by Springer Science and Business Media LLC in Annals of Operations Research
- Vol. 45 (1), 187-204
- https://doi.org/10.1007/bf02282049
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Universal PortfoliosMathematical Finance, 1991
- Fallacy of the log-normal approximation to optimal portfolio decision-making over many periodsJournal of Financial Economics, 1974
- Convex AnalysisPublished by Walter de Gruyter GmbH ,1970