The following pages link to Optimization of relative arbitrage (Q902176):
Displayed 12 items.
- The geometry of relative arbitrage (Q300840) (← links)
- Diversity-weighted portfolios with negative parameter (Q902178) (← links)
- Logarithmic divergences from optimal transport and Rényi geometry (Q1713651) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- Random concave functions (Q2134284) (← links)
- Pseudo-Riemannian geometry encodes information geometry in optimal transport (Q2154658) (← links)
- Multiplicative Schrödinger problem and the Dirichlet transport (Q2200506) (← links)
- Model-Free Portfolio Theory and Its Functional Master Formula (Q4553804) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- On the difference between entropic cost and the optimal transport cost (Q6126793) (← links)