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 | Dynamische Wirtschaftstheorie | Economic dynamics | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
freely available
| Extent: | 1 Online-Ressource (circa 30 Seiten) |
|---|---|
| Series: | Economics discussion paper series : EDP. - Manchester : Univ., ZDB-ID 2379404-5. - Vol. EDP-19, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011978960