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Mathematical analysis of investment systems - MaRDI portal

Mathematical analysis of investment systems (Q860985)

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scientific article; zbMATH DE number 5083597
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English
Mathematical analysis of investment systems
scientific article; zbMATH DE number 5083597

    Statements

    Mathematical analysis of investment systems (English)
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    9 January 2007
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    trading systems
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    money management
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    entropy maximization
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    convex optimization
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    information rate
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