Robust maximization of asymptotic growth
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- Daniel Fernholz & Ioannis Karatzas, 2010. "On optimal arbitrage," Papers 1010.4987, arXiv.org.
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Keywordsasymptotic growth rate; robustness; generalized martingale problem; optimal arbitrage;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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