Diversity-weighted portfolios with negative parameter (Q902178)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversity-weighted portfolios with negative parameter |
scientific article |
Statements
Diversity-weighted portfolios with negative parameter (English)
0 references
7 January 2016
0 references
portfolios
0 references
portfolio generating functions
0 references
relative arbitrage
0 references
stochastic portfolio theory
0 references
diversity-weighted portfolios
0 references
