Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exponentially concave functions and high dimensional stochastic portfolio theory |
scientific article; zbMATH DE number 7107497
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exponentially concave functions and high dimensional stochastic portfolio theory |
scientific article; zbMATH DE number 7107497 |
Statements
Exponentially concave functions and high dimensional stochastic portfolio theory (English)
0 references
19 September 2019
0 references
stochastic portfolio theory
0 references
relative arbitrage
0 references
short term arbitrage
0 references
exponentially concave functions
0 references
high-dimensional finance
0 references
0 references
0 references
0.8866017
0 references
0.87682873
0 references
0.87617224
0 references
0.8730252
0 references
0.8698833
0 references
0.8678988
0 references
