搜索结果: 1-2 共查到“经济学 asymptotic growth”相关记录2条 . 查询时间(0.096 秒)
Robust Maximization of Asymptotic Growth under Covariance Uncertainty
Maximization Covariance Uncertainty
2011/7/19
This paper resolves a question proposed in Kardaras and Robertson (2011): how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying...
This paper addresses the question of how to invest in an extremely robust growth-optimal way in a market where the instantaneous expected return of the underlying process is unknown. The optimal inves...