The following pages link to (Q2703781):
Displayed 8 items.
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- Market-to-book ratio in stochastic portfolio theory (Q2697498) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
- THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)