E. Robert Fernholz, PhD : Stochastic Portfolio Theory

In June 2020, Robert Fernholz spoke with members of the Journal of Investment Consulting’s editorial advisory board about stochastic portfolio theory, its contributions to the investment industry’s knowledge of equity markets, and its applicability to creating and monitoring investment portfolios. Taking part in the discussion were Inna Okounkova, Columbia University and editor-in-chief of the Journal; Edward Baker, Mesirow Financial; Ludwig Chincarini, University of San Francisco and United States Commodity Funds; Philip Fazio, Merrill Lynch; and Geoffrey Gerber, TWIN Capital Management

MoreLess

Year of publication:	[2021]
Authors:	Fernholz, Robert
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Stochastischer Prozess \| Stochastic process

Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 12-20 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2020 erstellt
Classification:	G10 - General Financial Markets. General ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013251308