Optimization of relative arbitrage (Q902176): Difference between revisions

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+Short-term relative arbitrage in volatility-stabilized markets
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+Q5560061
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+Prediction, Learning, and Games
@@ Property / cites work: Prediction, Learning, and Games / rank @@
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+Schwarzian derivative criteria for valence of analytic and harmonic mappings
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+OSCILLATION OF SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS
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+Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
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+Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
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+Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
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+Stochastic calculus in manifolds. With an appendix by P.A. Meyer
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+On optimal arbitrage
@@ Property / cites work: On optimal arbitrage / rank @@
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+Optimal arbitrage under model uncertainty
@@ Property / cites work: Optimal arbitrage under model uncertainty / rank @@
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+Q4531968
@@ Property / cites work: Q4531968 / rank @@
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+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
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+Quasi-concave density estimation
@@ Property / cites work: Quasi-concave density estimation / rank @@
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+A note on the measurability of convex sets
@@ Property / cites work: A note on the measurability of convex sets / rank @@
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+The geometry of relative arbitrage
@@ Property / cites work: The geometry of relative arbitrage / rank @@
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+Q4235027
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+Variational Analysis
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+Nonparametric estimation of multivariate convex-transformed densities
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+Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage
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