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Robust asymptotic growth in stochastic portfolio theory under long‐only constraints.

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Bibliographic Details
Title: Robust asymptotic growth in stochastic portfolio theory under long‐only constraints.
Authors: Itkin, David1 (AUTHOR) ditkin@andrew.cmu.edu, Larsson, Martin1 (AUTHOR)
Source: Mathematical Finance. Jan2022, Vol. 32 Issue 1, p114-171. 58p.
Database: Mathematics Source
Description
ISSN:09601627
DOI:10.1111/mafi.12331