A sufficient condition for a riskless distribution of investments (Q960713)

The authors use the notions of stock market entropy and the algorithmic complexity of investment distribution in order to obtain a sufficient condition for the existence of a riskless investment portfolio. The notion of Kolmogorov algorithmic complexity is involved as the basis on which the notion of stochasticity of an individual object is defined, subject to given constraints. The main group of distributions of fractions of financial tools of the market as a whole is determined. The notion of the complexity of distributions of fractions of financial tools and the results obtained permit to state some conditions on an investment portfolio under which its total value behaves similarly to that of the market in the whole.