Diversity-weighted portfolios with negative parameter (Q902178)
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scientific article
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| default for all languages | No label defined |
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| English | Diversity-weighted portfolios with negative parameter |
scientific article |
Statements
Diversity-weighted portfolios with negative parameter (English)
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7 January 2016
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portfolios
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portfolio generating functions
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relative arbitrage
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stochastic portfolio theory
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diversity-weighted portfolios
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0.8031077980995178
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0.7944862842559814
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0.7885767817497253
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0.7521815896034241
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0.7520289421081543
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