Approximating the growth optimal portfolio and stock price bubbles
Year of publication: |
2020
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Authors: | Platen, Eckhard ; Rendek, Renata |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 7, p. 1-33
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Subject: | Growth optimal portfolio | hierarchical diversification | strict supermartingale property | benchmark approach | stock price bubbles | Theorie | Theory | Portfolio-Management | Portfolio selection | Spekulationsblase | Bubbles | Börsenkurs | Share price |
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