On asymptotic log-optimal portfolio optimization
Work
Year: 2023
Type: article
Source: Automatica
Author Chung-Han Hsieh
Institution National Tsing Hua University
Cites: 49
Cited by: 5
Related to: 10
FWCI: 2.593
Citation percentile (by year/subfield): 84.22
Subfield: Finance
Domain: Social Sciences
Open Access status: green