"Statistical properties of estimators for the log-optimal portfolio."

Gabriel Frahm (2020)

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DOI: 10.1007/S00186-020-00701-1

access: open

type: Journal Article

metadata version: 2021-05-14

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Gabriel Frahm:
Statistical properties of estimators for the log-optimal portfolio. Math. Methods Oper. Res. 92(1): 1-32 (2020)

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