SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stochastic Portfolio Theory · Study

BookStochastic Portfolio Theory

E. Robert Fernholz2002

Book2002

Stochastic Portfolio Theory

E. Robert Fernholz

184 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 184 citations exist upstream.

Cited by

2008Optimal Portfolio Diversification Using the Maximum Entropy Principle 2005Atlas models of equity markets 2005Relative arbitrage in volatility-stabilized markets 2012THE MEANING OF MARKET EFFICIENCY 2012HEDGING UNDER ARBITRAGE 2008Empirical Evidence on Student-tLog-Returns of Diversified World Stock Indices 2010Relativistic statistical arbitrage 2007The Statistics of Statistical Arbitrage

Details

Year2002

Typebook

Published2002-01-01

VenueSpringer eBooks

Languageen

Citations184

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-1-4757-3699-1

openalex_workW4301668100

Links

Imported from OpenAlex (CC0) — nothing here is generated.