LURE
发表于 2025-3-23 11:13:11
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coalition
发表于 2025-3-23 16:10:59
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dura-mater
发表于 2025-3-23 22:04:28
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整洁
发表于 2025-3-24 00:46:53
Stochastic Portfolio Theory,found in, e.g., Karatzas (1997), Karatzas and Shreve (1998), and Duffle (1992). The definitions, notation, and stock price model are all fairly standard in current mathematical finance, and we make a number of fairly standard assumptions to simplify the presentation.
灯泡
发表于 2025-3-24 03:55:38
Stochastic Portfolio Theory,s. The mathematical definitions and notation that we use can be found in Karatzas and Shreve (1991), and the model for continuous stock prices can be found in, e.g., Karatzas (1997), Karatzas and Shreve (1998), and Duffle (1992). The definitions, notation, and stock price model are all fairly standa
Magnificent
发表于 2025-3-24 07:47:00
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interpose
发表于 2025-3-24 13:03:06
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Accede
发表于 2025-3-24 17:21:20
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烤架
发表于 2025-3-24 19:52:07
Performance of Functionally Generated Portfolios,e the entropy-weighted portfolio of Definition 2.3.3, the ..-weighted portfolio of Examples 3.4.4 and 4.3.5, and the large-stock and small-stock portfolios from Example 4.3.2. We also look at the relative performance of the biggest stock in the market, discussed in Example 4.3.1.
剥皮
发表于 2025-3-24 23:57:26
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