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  • Search: subject:"Portfolio generating functions"
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Year of publication
Subject
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Portfolio generating functions 2 Portfolios 2 Analysis of variance 1 Arbitrage 1 Continuous semimartingales 1 Diversity-weighted portfolios 1 Portfolio selection 1 Portfolio-Management 1 Relative arbitrage 1 Stochastic Portfolio Theory 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Varianzanalyse 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Banner, Adrian 1 Fernholz, Daniel 1 Karatzas, Ioannis 1 Vervuurt, Alexander 1
Published in...
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Annals of Finance 1 Annals of finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander; Karatzas, Ioannis - In: Annals of finance 11 (2015) 3/4, pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
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Short-term relative arbitrage in volatility-stabilized markets
Banner, Adrian; Fernholz, Daniel - In: Annals of Finance 4 (2008) 4, pp. 445-454
Persistent link: https://www.econbiz.de/10005701378
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