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"Discrete-time log-optimal portfolio rebalancing: A scalable efficient ..."

Sujit Das, Mukul Goyal (2012)

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DOI: 10.1109/CIFER.2012.6327806

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/DasG12a
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Sujit Das, Mukul Goyal:
Discrete-time log-optimal portfolio rebalancing: A scalable efficient algorithm. CIFEr 2012: 1-7

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