Stochastic Portfolio Theory: an Overview (Q3631185)

From MaRDI portal
Revision as of 13:09, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Stochastic Portfolio Theory: an Overview
scientific article

    Statements

    title
    Stochastic Portfolio Theory: an Overview (English)
    0 references
    author
    Ioannis Karatzas
    0 references
    E. Robert Fernholz
    0 references
    publication date
    5 June 2009
    0 references
    zbMATH Keywords
    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

    Mathematics Subject Classification ID
    91G10
    0 references
    91-02
    0 references
    91G20
    0 references
    91G80
    0 references
    60H30
    0 references
    91B70
    0 references
    zbMATH DE Number
    5562304
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3631185&oldid=28136741"
    Powered by MediaWiki