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Information Geometry in Portfolio Theory

Springer Science and Business Media Deutschland GmbH, (2019), 105-136
DOI: 10.1007/978-3-030-02520-5_6
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Abstract

We review some recent developments in stochastic portfolio theory motivated by information geometry, present illustrative examples and an extension of functional portfolio generation. Several problems are suggested for further study.

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APA

Wong, T. K. L. (2019). Information Geometry in Portfolio Theory. In Signals and Communication Technology (pp. 105–136). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-030-02520-5_6

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