Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294)
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scientific article
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| English | Exponentially concave functions and high dimensional stochastic portfolio theory |
scientific article |
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Exponentially concave functions and high dimensional stochastic portfolio theory (English)
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19 September 2019
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stochastic portfolio theory
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relative arbitrage
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short term arbitrage
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exponentially concave functions
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high-dimensional finance
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0.8866017
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0.87682873
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0.87617224
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0.8730252
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0.8698833
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0.8678988
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