The following pages link to The geometry of relative arbitrage (Q300840):
Displaying 25 items.
- Optimization of relative arbitrage (Q902176) (← links)
- Logarithmic divergences from optimal transport and Rényi geometry (Q1713651) (← links)
- Embedding optimal transports in statistical manifolds (Q1745669) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- Projections with logarithmic divergences (Q2117888) (← links)
- Random concave functions (Q2134284) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- When optimal transport meets information geometry (Q2154654) (← links)
- Pseudo-Riemannian geometry encodes information geometry in optimal transport (Q2154658) (← links)
- The Kähler geometry of certain optimal transport problems (Q2194410) (← links)
- Multiplicative Schrödinger problem and the Dirichlet transport (Q2200506) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Model-Free Portfolio Theory and Its Functional Master Formula (Q4553804) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence (Q4967759) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405) (← links)
- On the difference between entropic cost and the optimal transport cost (Q6126793) (← links)
- Conformal mirror descent with logarithmic divergences (Q6138802) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
- A geometric Laplace method (Q6189023) (← links)
