Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133)
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scientific article; zbMATH DE number 7533970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Portfolio Optimization in Stochastic Portfolio Theory |
scientific article; zbMATH DE number 7533970 |
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Functional Portfolio Optimization in Stochastic Portfolio Theory (English)
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31 May 2022
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stochastic portfolio theory
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portfolio optimization
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functionally generated portfolio
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capital distribution
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convex optimization
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exponentially concave function
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Wasserstein metric
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