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Search: subject:"stochastic portfolio theory"
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Capital distribution curves
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Mean-field Atlas model
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Model-free portfolio theory : a rough path approach
Allan, Andrew L.
;
Cuchiero, Christa
;
Liu, Chong
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 709-765
Persistent link: https://www.econbiz.de/10014329902
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2
Capital distribution and portfolio performance in the mean-field Atlas model
Jourdain, Benjamin
;
Reygner, Julien
-
HAL
-
2014
the framework of
Stochastic
Portfolio
Theory
. We obtain an asymptotic description of the market when the number of …
Persistent link: https://www.econbiz.de/10010899652
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