Stochastic Portfolio Theory: an Overview (Q3631185): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s1570-8659(08)00003-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1481813283 / rank | |||
Normal rank | |||
Latest revision as of 10:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Portfolio Theory: an Overview |
scientific article |
Statements
Stochastic Portfolio Theory: an Overview (English)
0 references
5 June 2009
0 references
portfolio optimization
0 references
arbitrage
0 references
diversity
0 references
portfolio generating functions
0 references
volatility-stabilized markets
0 references
rank-based models
0 references
