Model‐free portfolio theory: A rough path approach (Q6146674)
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scientific article; zbMATH DE number 7797364
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model‐free portfolio theory: A rough path approach |
scientific article; zbMATH DE number 7797364 |
Statements
Model‐free portfolio theory: A rough path approach (English)
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31 January 2024
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Cover's universal portfolio
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log-optimal portfolio
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model uncertainty
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pathwise integration
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rough path
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stochastic portfolio theory
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0.8383083939552307
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0.8032437562942505
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0.7430259585380554
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0.7400122880935669
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