Pathwise analysis of log-optimal portfolios

Fuente: arXiv

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Bibliographic Details
Main Authors:	Allan, Andrew L., Kwossek, Anna P., Liu, Chong, Prömel, David J.
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability Portfolio Management 91G10, 60L20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.18232