Log-optimal and rapid paths in von Neumann-Gale dynamical systems

E. Babaei, I.V. Evstigneev, K.R. Schenk-Hoppé

Year of publication:	January 2019
Authors:	Babaei, E. ; Evstigneev, Igor V. ; Schenk-Hoppé, Klaus Reiner
Publisher:	Manchester : School of Social Sciences, The University of Manchester
Subject:	random dynamical systems \| convex multivalued operators \| von Neumann-Gale dynamical systems \| rapid paths \| logarithmically optimal paths \| stochastic optimization \| convex analysis in L∞ \| Yosida-Hewitt decomposition \| financial markets \| transaction costs \| portfolio constraints \| capital growth \| benchmark strategies \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming \| Transaktionskosten \| Transaction costs \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Portfolio-Management \| Portfolio selection \| Optimales Wachstum \| Optimal growth