Pages that link to "Item:Q665537"
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The following pages link to Relative arbitrage in volatility-stabilized markets (Q665537):
Displaying 49 items.
- The geometry of relative arbitrage (Q300840) (← links)
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Generalized volatility-stabilized processes (Q470721) (← links)
- On a class of diverse market models (Q470733) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Short-term relative arbitrage in volatility-stabilized markets (Q665831) (← links)
- Optimization of relative arbitrage (Q902176) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- On optimal arbitrage (Q990375) (← links)
- Arbitrage in stationary markets (Q1022419) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- Stabilization and destabilization of nonlinear systems via intermittent stochastic noise with application to memristor-based system (Q1648014) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Diversity and relative arbitrage in equity markets (Q1776022) (← links)
- Stochastic stabilization of hybrid differential equations (Q1937527) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process (Q2145577) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps (Q2211535) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- Almost sure exponential stabilisation of stochastic systems by state-feedback control (Q2440618) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Atlas models of equity markets (Q2496492) (← links)
- Probability measure-valued polynomial diffusions (Q2631856) (← links)
- Exponential stability of random perturbation nonlinear delay systems with intermittent stochastic noise (Q2681883) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← 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)
- Beta-arbitrage strategies: when do they work, and why? (Q4683005) (← links)
- Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations (Q4685688) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- Relative arbitrage: Sharp time horizons and motion by curvature (Q6054367) (← links)
- Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
- Open markets and hybrid Jacobi processes (Q6591589) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)