The stable capital distribution under improved Atlas model

MaRDI QIDQ5435872zbMATH OpenFDO

Authors Yucong Zhong

Publication date 14 January 2008

zbMATH Keywords

asymptotic stabilityAtlas modelstable distributionstochastic portfolio theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Portfolio theory (91G10)

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Cited in

(3)

• Capital distribution and portfolio performance in the mean-field Atlas model
• Atlas models of equity markets
• Hybrid Atlas models

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