Pages that link to "Item:Q2940768"
From MaRDI portal
The following pages link to Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage (Q2940768):
Displaying 12 items.
- The geometry of relative arbitrage (Q300840) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Optimization of relative arbitrage (Q902176) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- Leakage of rank-dependent functionally generated trading strategies (Q2022938) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- Market-to-book ratio in stochastic portfolio theory (Q2697498) (← links)
- Model-Free Portfolio Theory and Its Functional Master Formula (Q4553804) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Equity portfolios generated by functions of ranked market weights (Q5957681) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
