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Topics in Stochastic Portfolio Theory

Small book cover: Topics in Stochastic Portfolio Theory

Topics in Stochastic Portfolio Theory
by

Publisher: arXiv
Number of pages: 62

Description:
Stochastic Portfolio Theory (SPT) is a framework in which the normative assumptions from 'classical' financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.

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