Optimization of relative arbitrage (Q902176)

From MaRDI portal
Revision as of 01:34, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Optimization of relative arbitrage
scientific article

    Statements

    title
    Optimization of relative arbitrage (English)
    0 references
    publication date
    7 January 2016
    0 references
    zbMATH Keywords
    stochastic portfolio theory
    0 references
    relative arbitrage
    0 references
    functionally generated portfolio
    0 references
    shape-constrained optimization
    0 references
    portfolio management
    0 references

    Identifiers

    zbMATH DE Number
    6527173
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q902176&oldid=25861084"
    Powered by MediaWiki