诽谤
发表于 2025-3-26 22:17:32
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确认
发表于 2025-3-27 04:27:58
Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/s/image/878093.jpg
实施生效
发表于 2025-3-27 05:40:22
https://doi.org/10.1007/978-1-4757-3699-1Investment; Portfolio; Portfolio Theory; Rating; local time; mathematical finance; portfolio investment th
Lacunar-Stroke
发表于 2025-3-27 10:13:38
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GET
发表于 2025-3-27 16:49:34
E. Robert FernholzAuthor has served as chief investment officer for INTECH, where this theory has been the basis for investment strategies for over a decade.Provides an introduction to this innovative theory and its ap
constitutional
发表于 2025-3-27 19:15:12
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宽宏大量
发表于 2025-3-27 23:37:39
Stochastic Portfolio Theory978-1-4757-3699-1Series ISSN 0172-4568 Series E-ISSN 2197-439X
过份
发表于 2025-3-28 04:27:57
Functionally Generated Portfolios,range of functions can be used to generate portfolios, and for functionally generated portfolios, a decomposition of the relative return analogous to that of the entropy-weighted portfolio in Theorem 2.3.4 remains valid. Theorem 2.3.4 is a prototype for the general results we present here.