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Statistical properties of estimators for the log-optimal portfolio

Crossref DOI link: https://doi.org/10.1007/s00186-020-00701-1

Published Online: 2020-01-25

Published Print: 2020-08

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Frahm, Gabriel https://orcid.org/0000-0001-7507-730X
Funding

Funding for this research was provided by:

Helmut-Schmidt-Universität Universität der Bundeswehr Hamburg
License Information

Text and Data Mining valid from 2020-01-25

Version of Record valid from 2020-01-25
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Article History

Received: 1 April 2019

Revised: 7 January 2020

First Online: 25 January 2020