Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794)
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scientific article; zbMATH DE number 7150302
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalised Lyapunov Functions and Functionally Generated Trading Strategies |
scientific article; zbMATH DE number 7150302 |
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Generalised Lyapunov Functions and Functionally Generated Trading Strategies (English)
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13 January 2020
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additive generation
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multiplicative generation
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portfolio analysis
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portfolio generating function
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S\&P 500
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stochastic portfolio theory
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0.9525962
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0.8431817
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0.84260434
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0.8403811
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0.8356458
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0.8315043
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0.82882684
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0.82601196
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