|
|||||
|
|
Exponential growth of fixed-mix strategies in stationary asset markets |
|
| Authors: | Michal A H Dempster Igor V Evstigneev Klaus R Schenk-Hoppé |
| Institution: | (1) Centre for Financial Research, Judge Institute of Management, University of Cambridge, Trumpington Street, Cambridge, CB2 1AG, UK (e-mail: mahd2@cam.ac.uk) , GB;(2) School of Economic Studies, University of Manchester, Oxford Road, Manchester, M13 9PL, UK (e-mail: igor.evstigneev@man.ac.uk) , GB;(3) Institute for Empirical Research in Economics, University of Zurich, Blümlisalpstrasse 10, 8006 Zürich, Switzerland (e-mail: klaus@iew.unizh.ch) , CH |
| Abstract: | |
| Keywords: | : Asset allocation fixed-mix strategies stationary markets exponential growth products of random matrices stochastic version of the Perron– Frobenius theorem |
| 本文献已被 SpringerLink 等数据库收录！ | |