A second-order stock market model (Q470674): Difference between revisions
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| Property / author | |||
| Property / author: E. Robert Fernholz / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W1980112945 / rank | |||
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| Property / arXiv ID: 1302.3870 / rank | |||
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| Property / cites work: Atlas models of equity markets / rank | |||
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| Property / cites work: Q4531968 / rank | |||
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| Property / cites work: Stochastic Portfolio Theory: an Overview / rank | |||
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| Property / cites work: Hybrid Atlas models / rank | |||
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Latest revision as of 07:33, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order stock market model |
scientific article |
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A second-order stock market model (English)
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12 November 2014
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stochastic portfolio theory
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Atlas model
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first-order model
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second-order model
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