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Diversity-weighted portfolios with negative parameter - MaRDI portal

Diversity-weighted portfolios with negative parameter (Q902178)

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Diversity-weighted portfolios with negative parameter
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    title
    Diversity-weighted portfolios with negative parameter (English)
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    author
    Alexander Vervuurt
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    Ioannis Karatzas
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    publication date
    7 January 2016
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    zbMATH DE Number
    6527175
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    zbMATH Keywords
    portfolios
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    portfolio generating functions
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    relative arbitrage
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    stochastic portfolio theory
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    diversity-weighted portfolios
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    OpenAlex ID
    W3099712572
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    arXiv ID
    1504.01026
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