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Automatica
Article . 2023 . Peer-reviewed
License: Elsevier TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2023
Data sources: zbMATH Open
DBLP
Article . 2023
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On asymptotic log-optimal portfolio optimization

descriptionPublicationkeyboard_double_arrow_right Article 01 May 2023 English Publisher:Elsevier BVJournal:Automatica, volume 151, page 110,901 (issn: 0005-1098, Copyright policy )
Authors: Chung-Han Hsieh;

doi: 10.1016/j.automatica.2023.110901

On asymptotic log-optimal portfolio optimization

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Related Organizations
Keywords

control applications in finance, Portfolio theory, financial engineering, stochastic systems, Optimal stochastic control, expected logarithmic growth, portfolio optimization

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    popularity
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    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Top 10%
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Top 10%
Average
Top 10%
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