Optimization of relative arbitrage (Q902176)
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scientific article; zbMATH DE number 6527173
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimization of relative arbitrage |
scientific article; zbMATH DE number 6527173 |
Statements
Optimization of relative arbitrage (English)
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7 January 2016
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stochastic portfolio theory
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relative arbitrage
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functionally generated portfolio
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shape-constrained optimization
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portfolio management
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0.8535254001617432
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0.8377143144607544
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0.8139260411262512
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0.8063071966171265
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0.8028850555419922
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