Geodesic
Existence, uniqueness and evaluation of log-optimal investment portfolio
Kybernetika, Tome 29 (1993) no. 2, pp. 105-120.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 90A09, 90D40, 91B28 
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     author = {Vajda, Igor and \"Osterreicher, Ferdinand},
     title = {Existence, uniqueness and evaluation of log-optimal investment portfolio},
     journal = {Kybernetika},
     pages = {105--120},
     publisher = {mathdoc},
     volume = {29},
     number = {2},
     year = {1993},
     mrnumber = {1227745},
     zbl = {0799.90013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1993__29_2_a0/}
}
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Vajda, Igor; Österreicher, Ferdinand. Existence, uniqueness and evaluation of log-optimal investment portfolio. Kybernetika, Tome 29 (1993) no. 2, pp. 105-120. http://geodesic.mathdoc.fr/item/KYB_1993__29_2_a0/