Trading strategies generated pathwise by functions of market weights
Crossref DOI link: https://doi.org/10.1007/s00780-019-00414-2
Published Online: 2019-12-17
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Karatzas, Ioannis
Kim, Donghan
Text and Data Mining valid from 2019-12-17
Version of Record valid from 2019-12-17
Article History
Received: 9 March 2019
Accepted: 3 November 2019
First Online: 17 December 2019