Topics in Stochastic Portfolio Theory

Publication date 12 April 2015

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Abstract: This is an overview of the area of Stochastic Portfolio Theory, and can be seen as an updated and extended version of the survey paper by Fernholz and Karatzas (Handbook of Numerical Analysis Vol.15:89-167, 2009).

This page was built for publication: Topics in Stochastic Portfolio Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6260776)