Morvai, Gusztáv Empirical log-optimal portfolio selection. (English) Zbl 0752.90004 Probl. Control Inf. Theory 20, No. 6, 453-463 (1991). Summary: It is shown that the empirical log-optimal portfolio performs asymptotically under certain conditions as well as the optimal one. Cited in 2 Documents MSC: 91G10 Portfolio theory 93E03 Stochastic systems in control theory (general) Keywords:random stock market; empirical log-optimal portfolio PDF BibTeX XML Cite \textit{G. Morvai}, Probl. Control Inf. Theory 20, No. 6, 453--463 (1991; Zbl 0752.90004)