Trading strategies generated pathwise by functions of market weights
Year of publication: |
2020
|
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Authors: | Karatzas, Ioannis ; Kim, Donghan |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 2, p. 423-463
|
Subject: | Stochastic portfolio theory | Pathwise Itô and Tanaka formulas | Trading strategies | Functional generation | Strong relative arbitrage | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Arbitrage | Anlageverhalten | Behavioural finance |
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