Stochastic Portfolio Theory: an Overview (Q3631185)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Portfolio Theory: an Overview |
scientific article |
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Stochastic Portfolio Theory: an Overview (English)
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5 June 2009
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portfolio optimization
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arbitrage
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diversity
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portfolio generating functions
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volatility-stabilized markets
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rank-based models
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