Quantifying dimensional change in stochastic portfolio theory

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DOI10.1111/mafi.12425MaRDI QIDQ6641079

Abhishek Tilva, Donghan Kim, Erhan Bayraktar

Publication date: 20 November 2024

Published in: Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

stochastic portfolio theory stochastic dimension self-financing portfolio functional generation piecewise semimartingale

Mathematics Subject Classification ID

Portfolio theory (91G10)

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