Portfolio management without probabilities or statistics
Year of publication: |
2010
|
---|---|
Authors: | Flåm, Sjur |
Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 3, p. 357-368
|
Publisher: |
Springer |
Subject: | Portfolio selection | Log-utility | Growth of wealth | Numeraire portfolio | Evolutionary stability | Stochastic approximation |
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