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Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Onl

Publication: Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints. Published Sep 17, 2020.

Research & Papers
arxiv.orgPublished Sep 17, 2020
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Overview

Publication: Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints. Published Sep 17, 2020.

Publication information

Publication title
Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints
Authors
David Itkin, Martin Larsson
Published
Sep 17, 2020
Last publication revision
Aug 11, 2021
Venue / journal
Mathematical Finance, 2021
Subject areas
q-fin.MF, math.PR, q-fin.PM
DOI
10.1111/mafi.12331 ↗
Publication source
arxiv.org · abs/2009.08533v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2009.08533 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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