On portfolios generated by optimal transport
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Cited by:
- Erhan Bayraktar & Donghan Kim & Abhishek Tilva, 2024.
"Quantifying dimensional change in stochastic portfolio theory,"
Mathematical Finance, Wiley Blackwell, vol. 34(3), pages 977-1021, July.
- Erhan Bayraktar & Donghan Kim & Abhishek Tilva, 2023. "Quantifying dimensional change in stochastic portfolio theory," Papers 2303.00858, arXiv.org, revised Apr 2023.
- Gabriel Khan & Jun Zhang, 2018. "On the K\"ahler Geometry of Certain Optimal Transport Problems," Papers 1812.00032, arXiv.org, revised Aug 2019.
- Ruf, Johannes & Xie, Kangjianan, 2019. "Generalized Lyapunov functions and functionally generated trading strategies," LSE Research Online Documents on Economics 100023, London School of Economics and Political Science, LSE Library.
- repec:ehl:lserod:102424 is not listed on IDEAS
- Johannes Ruf & Kangjianan Xie, 2018. "Generalised Lyapunov Functions and Functionally Generated Trading Strategies," Papers 1801.07817, arXiv.org.
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