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About:
Stochastic portfolio theory
An Entity of Type:
Thing
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from Named Graph:
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within Data Space:
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A mathematical theory for analyzing stock market structure and portfolio behavior
Property
Value
dbo:
description
A mathematical theory for analyzing stock market structure and portfolio behavior
(en)
dbo:
wikiPageWikiLink
dbr
:Martingale_(probability_theory)
dbc
:Mathematical_theorems
dbc
:Portfolio_theories
dbr
:Modern_portfolio_theory
dbr
:Capital_asset_pricing_model
dbr
:Semimartingale
dbr
:Brownian_motion
dbr
:Covariance_matrix
dbr
:Portfolio_(finance)
dbr
:Wiener_process
dbr
:Arbitrage
dbr
:Stock
dbr
:Covariance
dbr
:Exponential_growth
dbr
:Stock_market
dbr
:Quadratic_programming
dbr
:Geometric_Brownian_motion
dbr
:Weyl_chamber
dbr
:Assets
dbr
:Stochastic_processes
dbr
:Bessel_processes
dbr
:Progressively_measurable
dbr
:Convergence_in_distribution
dbr
:Equivalent_martingale_measure
dbr
:Itō_calculus
dbr
:Numeraire
dbr
:Stochastic_differential_equations
dbr
:Strong_law_of_large_numbers
dbr
:Wright-Fisher_model
dbr
:File:Cumulative_turnover_processes_for...tocks_in_the_1990s_from_CRSP_data.pdf
dbr
:File:U.S._Stock_market_capital_distribution_curves_1929-2009.pdf
dbr
:File:U.S._Stock_market_entropy_1980-2012.pdf
dbp:
date
January 2017
(en)
dbp:
reason
only source is by a contributor to the article; no indication that anyone else has vetted the concept
(en)
dbp:
wikiPageUsesTemplate
dbt
:Notability
dbt
:Short_description
dct:
subject
dbc
:Mathematical_theorems
dbc
:Portfolio_theories
gold:
hypernym
dbr
:Theory
rdfs:
label
Stochastic portfolio theory
(en)
owl:
sameAs
yago-res
:Stochastic portfolio theory
freebase
:Stochastic portfolio theory
wikidata
:Stochastic portfolio theory
dbpedia-global
:Stochastic portfolio theory
prov:
wasDerivedFrom
wikipedia-en
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