"Log-optimal currency portfolios and control Lyapunov exponents."

László Gerencsér et al. (2005)

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DOI: 10.1109/CDC.2005.1582415

access: closed

type: Conference or Workshop Paper

metadata version: 2024-06-10

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László Gerencsér, Miklós Rásonyi, Csaba Szepesvári, Zsuzsanna Vágó:
Log-optimal currency portfolios and control Lyapunov exponents. CDC/ECC 2005: 1764-1769

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