Portfolio management without probabilities or statistics

Sjur Flåm

Annals of Finance, 2010, vol. 6, issue 3, 357-368

Keywords: Portfolio selection; Log-utility; Growth of wealth; Numeraire portfolio; Evolutionary stability; Stochastic approximation; C61; C62; G11 (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10436-008-0106-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Portfolio Management without Probabilities or Statistics (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:annfin:v:6:y:2010:i:3:p:357-368

Ordering information: This journal article can be ordered from
http://www.springer.com/finance/journal/10436/PS2

DOI: 10.1007/s10436-008-0106-6

Access Statistics for this article

Annals of Finance is currently edited by Anne Villamil

More articles in Annals of Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().