Exponential growth of fixed-mix strategies in stationary asset markets
M. A. H. Dempster, I. V. Evstigneev and K. R. Schenk-Hoppé
| Year of publication: |
2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Dempster, Michael A. H. (contributor) ; Evstigneev, Igor V. (contributor) ; Schenk-Hoppé, Klaus Reiner (contributor) |
| Institutions: | Judge Institute of Management Studies (contributor) |
| Publisher: |
Cambridge : Judge Institute of Mangement Studies |
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory |
