Search Results - subject:"stochastic portfolio theory"

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

Al-Aradi, Ali; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 3/4, pp. 268-294

Persistent link: https://www.econbiz.de/10012128951

Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787

Persistent link: https://www.econbiz.de/10011944423

Jourdain, Benjamin; Reygner, Julien - In: Annals of finance 11 (2015) 2, pp. 151-198

Persistent link: https://www.econbiz.de/10011376175

Wong, Ting-Kam Leonard - In: Annals of finance 11 (2015) 3/4, pp. 345-382

Persistent link: https://www.econbiz.de/10011459074

Vervuurt, Alexander; Karatzas, Ioannis - In: Annals of finance 11 (2015) 3/4, pp. 411-432

Persistent link: https://www.econbiz.de/10011459422

Sarantsev, Andrey - In: Annals of Finance 10 (2014) 2, pp. 291-314

A market model in Stochastic Portfolio Theory is a finite system of strictly positive stochastic processes. Each …

Persistent link: https://www.econbiz.de/10010866538

Picková, Radka - In: Annals of Finance 10 (2014) 1, pp. 101-125

the market portfolio within the framework of Stochastic Portfolio Theory. Copyright Springer-Verlag Berlin Heidelberg 2014 …

Persistent link: https://www.econbiz.de/10010989108

Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125

Persistent link: https://www.econbiz.de/10010244577

Sarantsev, Andrey - In: Annals of finance 10 (2014) 2, pp. 291-314

Persistent link: https://www.econbiz.de/10010350852

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