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Signature Methods in Stochastic Portfolio Theory
Christa Cuchiero
, Janka Oona Möller
Department of Statistics and Operations Research
Research Network Data Science
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Computer Science
Optimal Portfolio
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Semimartingales
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Linear Function
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Variance Optimization
50%
Mathematics
Portfolio Theory
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Stochastics
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Approximates
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Linear Function
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Sample Data
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Mean-Variance
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Economics, Econometrics and Finance
Portfolio Theory
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