2024-03-28T11:26:56Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6083941
2012-09-19T12:27:21Z
35
60
91
Jan Obloj (Oxford)
Bayraktar, Erhan; Huang, Yu-Jui; Song, Qingshuo
2012
6083941
English
Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD
https://zbmath.org/06083941
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Ann. Appl. Probab. 22, No. 4, 1465-1494 (2012).
60H30; 91G99; 60H10; 35A02
Outperforming the market portfolio with a given probability
j