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Model‐free portfolio theory: A rough path approach.

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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
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An: 164352289
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PubType: Academic Journal
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      – Type: doi
        Value: 10.1111/mafi.12376
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      – Code: eng
        Text: English
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        PageCount: 57
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      – TitleFull: Model‐free portfolio theory: A rough path approach.
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            NameFull: Allan, Andrew L.
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            NameFull: Cuchiero, Christa
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            NameFull: Liu, Chong
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              Text: Jul2023
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              Y: 2023
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