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- Stochastic_portfolio_theory abstract "Stochastic portfolio theory (SPT) is a mathematical theory for analyzing stock market structure and portfolio behavior. It is descriptive as opposed to normative, and is consistent with the observed behavior of actual markets. Normative assumptions, which serve as a basis for earlier theories like modern portfolio theory (MPT) and the capital asset pricing model (CAPM), are absent from SPT.SPT uses continuous-time random processes (in particular, continuous semi-martingales) to represent the prices of individual securities. Processes with discontinuities, such as jumps, have also been incorporated into the theory.".
- Stochastic_portfolio_theory wikiPageID "39830945".
- Stochastic_portfolio_theory wikiPageRevisionID "579662527".
- Stochastic_portfolio_theory subject Category:Finance_theories.
- Stochastic_portfolio_theory subject Category:Mathematical_theorems.
- Stochastic_portfolio_theory comment "Stochastic portfolio theory (SPT) is a mathematical theory for analyzing stock market structure and portfolio behavior. It is descriptive as opposed to normative, and is consistent with the observed behavior of actual markets.".
- Stochastic_portfolio_theory label "Stochastic portfolio theory".
- Stochastic_portfolio_theory sameAs m.0xnr7jt.
- Stochastic_portfolio_theory sameAs Q17163393.
- Stochastic_portfolio_theory sameAs Q17163393.
- Stochastic_portfolio_theory wasDerivedFrom Stochastic_portfolio_theory?oldid=579662527.
- Stochastic_portfolio_theory isPrimaryTopicOf Stochastic_portfolio_theory.