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Stochastic portfolio theory
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Portfolio generating functions
Fernholz, Robert
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1999
Persistent link: https://www.econbiz.de/10001491273
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Equity portfolios generated by functions of ranked market weights
Fernholz, Robert
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Finance and stochastics
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2001
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pp. 469-486
Persistent link: https://www.econbiz.de/10001614600
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