Optimization of relative arbitrage (Q902176): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of relative arbitrage |
scientific article |
Statements
Optimization of relative arbitrage (English)
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7 January 2016
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stochastic portfolio theory
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relative arbitrage
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functionally generated portfolio
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shape-constrained optimization
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portfolio management
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