Chung-Han Hsieh. On asymptotic log-optimal portfolio optimization. Automatica, 151:110901, 2023. [doi]
@article{Hsieh23-1, title = {On asymptotic log-optimal portfolio optimization}, author = {Chung-Han Hsieh}, year = {2023}, doi = {10.1016/j.automatica.2023.110901}, url = {https://doi.org/10.1016/j.automatica.2023.110901}, researchr = {https://researchr.org/publication/Hsieh23-1}, cites = {0}, citedby = {0}, journal = {Automatica}, volume = {151}, pages = {110901}, }