Classical ergodicity and modern portfolio theory

DOI10.1155/2015/737905zbMath1410.91426OpenAlexW1579564554WikidataQ59104996 ScholiaQ59104996MaRDI QIDQ268148

Geoffrey Poitras, John Heaney

Publication date: 14 April 2016

Published in: Chinese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/737905

zbMATH Keywords

portfolio theoryclassical ergodicityeconophysicsfinancial economics

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Ergodicity, mixing, rates of mixing (37A25) Portfolio theory (91G10)

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