On functional log portfolios
Year of publication: |
2024
|
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Authors: | Thomakos, Dimitrios D. ; Yahlomi, Rafael ; Karaoulanis, Dimitrios |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2024, 4, p. 342-378
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Subject: | asset allocation | log-optimal portfolio | monotonic transformation | portfolio bounds | portfolio optimisation | Portfolio-Management | Portfolio selection | Theorie | Theory |
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