Original title:
On log-optimal and Sharpe-Markowitz investment portfolios
Authors:
Kudrna, M. ; Vajda, Igor Document type: Papers Conference/Event: Prague Stochastics '98, Praha (CZ), 1998-08-23 / ..1998
Year:
1998
Language:
eng Project no.: IAA1075709 (CEP), 579 Funding provider: GA AV, Copernicus Host item entry: Prague Stochastics '98. Proceedings
Institution: Institute of Information Theory and Automation AS ČR
(web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences. Original record: http://hdl.handle.net/11104/0129957