Information Geometry in Portfolio Theory
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Publication:4967757
DOI10.1007/978-3-030-02520-5_6zbMath1417.91486OpenAlexW2901000523MaRDI QIDQ4967757
Publication date: 10 July 2019
Published in: Geometric Structures of Information (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-02520-5_6
Related Items
Random concave functions ⋮ When optimal transport meets information geometry ⋮ Pseudo-Riemannian geometry encodes information geometry in optimal transport ⋮ Functional Portfolio Optimization in Stochastic Portfolio Theory ⋮ The Kähler geometry of certain optimal transport problems ⋮ Conformal mirror descent with logarithmic divergences ⋮ Multiplicative Schrödinger problem and the Dirichlet transport ⋮ Projections with logarithmic divergences
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