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📙 Stochastic portfolio theory by E. Robert Fernholz. — free epub


1. Stochastic Portfolio Theory --
2. Stock Market Behavior and Diversity --
3. Functionally Generated Portfolios --
4. Portfolios of Stocks Selected by Rank --
5. Stable Models for the Distribution of Capital --
6. Performance of Functionally Generated Portfolios --
7. Applications of Stochastic Portfolio Theory --
App. A. Evaluation of Local Times.

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