Instantaneous portfolio theory (Q4554500)
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scientific article; zbMATH DE number 6979528
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Instantaneous portfolio theory |
scientific article; zbMATH DE number 6979528 |
Statements
Instantaneous portfolio theory (English)
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14 November 2018
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Lévy measure
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weak subordination
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gamma distributed ellipitical radius
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measure distortion
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0.7440616488456726
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0.7343918681144714
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0.7317239046096802
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0.7293411493301392
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0.7277126908302307
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