The following pages link to (Q4531968):
Displaying 50 items.
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
- Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294) (← links)
- Dynamics of observables in rank-based models and performance of functionally generated portfolios (Q2286454) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- One-dimensional Brownian particle systems with rank-dependent drifts (Q2378629) (← links)
- A phase transition behavior for Brownian motions interacting through their ranks (Q2380764) (← links)
- Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- Modeling flocks and prices: jumping particles with an attractive interaction (Q2451105) (← links)
- Atlas models of equity markets (Q2496492) (← links)
- Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
- Probability measure-valued polynomial diffusions (Q2631856) (← links)
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) (← links)
- Market-to-book ratio in stochastic portfolio theory (Q2697498) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Large deviations for diffusions interacting through their ranks (Q2812290) (← links)
- Stochastic Partial Differential Equations and Portfolio Choice (Q3000883) (← links)
- Decomposition of Order Statistics of Semimartingales Using Local Times (Q3578752) (← links)
- Model-Free Portfolio Theory and Its Functional Master Formula (Q4553804) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110) (← links)
- (Q4614099) (← links)
- Stochastic portfolio theory optimization and the origin of rule-based investing (Q4619494) (← links)
- Beta-arbitrage strategies: when do they work, and why? (Q4683005) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Quadratic transportation inequalities for SDEs with measurable drift (Q4992940) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
- Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy? (Q5139224) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- (Q5399846) (← links)
- Frontiers of Stochastically Nondominated Portfolios (Q5472987) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
