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"Exponential growth of fixed-mix strategies in stationary asset markets."

Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé (2003)

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DOI: 10.1007/S007800200081

access: closed

type: Journal Article

metadata version: 2020-07-22

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Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé:
Exponential growth of fixed-mix strategies in stationary asset markets. Finance Stochastics 7(2): 263-276 (2003)

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