A note on universal bilinear portfolios
Year of publication: |
2021
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Authors: | Garivaltis, Alex |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 9.2021, 1/11, p. 1-17
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Subject: | asymptotic capital growth | constant-rebalanced portfolios | kelly criterion | model uncertainty | on-line portfolio selection | robust procedures | universal portfolios | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs9010011 [DOI] hdl:10419/257756 [Handle] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D83 - Search, Learning, Information and Knowledge ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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