Central Business District of St. Petersburg 1869–2017
نویسندگان
چکیده
منابع مشابه
St. Petersburg Portfolio Games
We investigate the performance of the constantly rebalanced portfolios, when the random vectors of the market process {Xi} are independent, and each of them distributed as (X,X, . . . ,X, 1), d ≥ 1, where X,X, . . . ,X are nonnegative iid random variables. Under general conditions we show that the optimal strategy is the uniform: (1/d, . . . , 1/d, 0), at least for d large enough. In case of St...
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ژورنال
عنوان ژورنال: Городские исследования и практики
سال: 2019
ISSN: 2542-0003,2500-1604
DOI: 10.17323/usp31201823-39