Quantifying dimensional change in stochastic portfolio theory
Year of publication: |
2024
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Authors: | Bayraktar, Erhan ; Kim, Donghan ; Tilva, Abhishek |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 34.2024, 3, p. 977-1021
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Subject: | piecewise semimartingale | functional generation | self-financing portfolio | stochastic dimension | stochastic portfolio theory | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection |
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