Stochastic Portfolio Theory: an Overview (Q3631185): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1751970
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: E. Robert Fernholz / rank
 
Normal rank

Revision as of 08:15, 29 February 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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references