Optimization of relative arbitrage (Q902176)

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Optimization of relative arbitrage
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    title
    Optimization of relative arbitrage (English)
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    publication date
    7 January 2016
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    zbMATH DE Number
    6527173
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    zbMATH Keywords
    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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    OpenAlex ID
    W2046059715
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    arXiv ID
    1407.8300
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