Some limit theorems for the log-optimal portfolio
Crossref DOI link: https://doi.org/10.1186/1029-242X-2014-310
Published Online: 2014-08-21
Published Print: 2014-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Hongzhi
Hao, Ruili
Yang, Weiguo
Bao, Zhenhua
Text and Data Mining valid from 2014-08-21
Version of Record valid from 2014-08-21
Article History
Received: 25 April 2014
Accepted: 24 July 2014
First Online: 21 August 2014