The return on investment from proportional portfolio strategies

Advances in Applied Probability

Volumn 30, Issue 1, 1998, Pages 216-238

  Browne, Sid ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Convergence in distribution; Diffusions; Limit theorems; Logarithmic utility; Optimal growth policy; Portfolio theory; Stationary distributions; Stochastic order relations

Indexed keywords

EID: 0032022128     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S000186780000817X     Document Type: Article

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