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

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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
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PubType: Academic Journal
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  Data: Robust asymptotic growth in stochastic portfolio theory under long‐only constraints.
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  Data: <searchLink fieldCode="AR" term="%22Itkin%2C+David%22">Itkin, David</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> ditkin@andrew.cmu.edu</i><br /><searchLink fieldCode="AR" term="%22Larsson%2C+Martin%22">Larsson, Martin</searchLink><relatesTo>1</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Mathematical+Finance%22">Mathematical Finance</searchLink>. Jan2022, Vol. 32 Issue 1, p114-171. 58p.
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        Value: 10.1111/mafi.12331
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        Text: English
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        PageCount: 58
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              Text: Jan2022
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              Y: 2022
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