On asymptotic log-optimal portfolio optimization

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},
}