Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage (Q2940768): Difference between revisions
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Latest revision as of 10:09, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage |
scientific article |
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Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage (English)
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20 January 2015
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stochastic portfolio theory
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functionally generated portfolio
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statistical arbitrage
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portfolio theory
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portfolio immunization
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mirror portfolio
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master equation
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