Optimal leverage from non-ergodicity

Quantitative Finance

Volumn 11, Issue 11, 2011, Pages 1593-1602

  Peters, Ole ^a,b,c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 82455189498     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2010.513338     Document Type: Article

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