Conference Paper (international conference)

On log-optimal and Sharpe-Markowitz investment portfolios

Kudrna M., Vajda Igor

: Prague Stochastics '98. Proceedings, p. 331-336 , Eds: Hušková M., Lachout P., Víšek J. Á.

: JČMF, (Praha 1998)

: Prague Stochastics '98, (Praha, CZ, 23.08.1998-..1998)

: IAA1075709, GA AV, 579, Copernicus

: 12B

: BB