scholarly journals Robust asymptotic growth in stochastic portfolio theory under long‐only constraints

2021 ◽  
Author(s):  
David Itkin ◽  
Martin Larsson
2018 ◽  
Vol 25 (5) ◽  
pp. 415-434
Author(s):  
Anna Agapova ◽  
Robert Ferguson ◽  
Dean Leistikow

2018 ◽  
Author(s):  
Anna Agapova ◽  
Robert Ferguson ◽  
Dean Leistikow

2018 ◽  
Vol 29 (3) ◽  
pp. 773-803 ◽  
Author(s):  
Christa Cuchiero ◽  
Walter Schachermayer ◽  
Ting‐Kam Leonard Wong

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