Leakage of rank-dependent functionally generated trading strategies (Q2022938): Difference between revisions
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Revision as of 18:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leakage of rank-dependent functionally generated trading strategies |
scientific article |
Statements
Leakage of rank-dependent functionally generated trading strategies (English)
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3 May 2021
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additive generation
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leakage effect
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multiplicative generation
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portfolio analysis
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rank-dependent portfolio generating function
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stochastic portfolio theory
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