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Pathwise analysis of log-optimal portfolios

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Allan, Andrew L., Kwossek, Anna P., Liu, Chong, Prömel, David J.
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Mathematical Finance Probability Portfolio Management 91G10, 60L20
Accesso online:	Acceder al recurso
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