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Fernholz E.R. Stochastic portfolio theory

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Fernholz E.R. Stochastic portfolio theory
N.-Y.: Springer, 2002. - 177 p.
Stochastic Portfolio Theory.
Stock Market Behavior and Diversity.
Functionally Generated Portfolios.
Portfolios of Stocks Selected by Rank.
Stable Models for the Distribution of Capital.
Performance of Functionally Generated Portfolios.
Applications of Stochastic Portfolio Theory.
Evaluation of Local Times.
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