The stable capital distribution under improved Atlas model (Q5435872)
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scientific article; zbMATH DE number 5226498
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| English | The stable capital distribution under improved Atlas model |
scientific article; zbMATH DE number 5226498 |
Statements
14 January 2008
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stochastic portfolio theory
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Atlas model
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asymptotic stability
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stable distribution
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0.8492652177810669
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0.8122484087944031
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0.8115760087966919
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0.8012876510620117
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