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Model‐free portfolio theory: A rough path approach.

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Bibliographic Details
Title: Model‐free portfolio theory: A rough path approach.
Authors: Allan, Andrew L.1 (AUTHOR), Cuchiero, Christa2 (AUTHOR) christa.cuchiero@univie.ac.at, Liu, Chong3 (AUTHOR), Prömel, David J.4 (AUTHOR)
Source: Mathematical Finance. Jul2023, Vol. 33 Issue 3, p709-765. 57p.
Database: Business Source Ultimate
Description
ISSN:09601627
DOI:10.1111/mafi.12376