A second-order stock market model (Q470674): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: E. Robert Fernholz / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6368976 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic portfolio theory | |||
| Property / zbMATH Keywords: stochastic portfolio theory / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Atlas model | |||
| Property / zbMATH Keywords: Atlas model / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
first-order model | |||
| Property / zbMATH Keywords: first-order model / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
second-order model | |||
| Property / zbMATH Keywords: second-order model / rank | |||
Normal rank | |||
Revision as of 17:32, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order stock market model |
scientific article |
Statements
A second-order stock market model (English)
0 references
12 November 2014
0 references
stochastic portfolio theory
0 references
Atlas model
0 references
first-order model
0 references
second-order model
0 references
