Titlebook: Stochastic Portfolio Theory; E. Robert Fernholz Textbook 2002 Springer Science+Business Media New York 2002 Investment.Portfolio.Portfolio

誹謗

確認(rèn)

Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/s/image/878093.jpg

實(shí)施生效

https://doi.org/10.1007/978-1-4757-3699-1Investment; Portfolio; Portfolio Theory; Rating; local time; mathematical finance; portfolio investment th

Lacunar-Stroke

GET

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

寬宏大量

Stochastic Portfolio Theory978-1-4757-3699-1Series ISSN 0172-4568 Series E-ISSN 2197-439X

過(guò)份

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.