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"Robust Growth-Optimal Portfolios."

Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann (2016)

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DOI: 10.1287/MNSC.2015.2228

access: closed

type: Journal Article

metadata version: 2023-12-03

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  - journals/mansci/RujeerapaiboonK16
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  - https://dblp.org/rec/journals/mansci/RujeerapaiboonK16
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann:
Robust Growth-Optimal Portfolios. Manag. Sci. 62(7): 2090-2109 (2016)

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