Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
| Year of publication: |
2018
|
|---|---|
| Authors: | Cuchiero, Christa ; Schachermayer, Walter ; Wong, Ting‐Kam Leonard |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 29.2018, 3, p. 773-803
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12201 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095169