Matches in DBpedia 2016-04 for { <http://wikidata.dbpedia.org/resource/Q17163393> ?p ?o }
Showing triples 1 to 34 of
34
with 100 triples per page.
- Q17163393 subject Q7036027.
- Q17163393 subject Q8458366.
- Q17163393 abstract "Stochastic portfolio theory (SPT) is a mathematical theory for analyzing stock market structure and portfolio behavior introduced by E. Robert Fernholz in 2002. 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.".
- Q17163393 wikiPageWikiLink Q1056809.
- Q17163393 wikiPageWikiLink Q1058362.
- Q17163393 wikiPageWikiLink Q1072885.
- Q17163393 wikiPageWikiLink Q1134404.
- Q17163393 wikiPageWikiLink Q1196314.
- Q17163393 wikiPageWikiLink Q1503307.
- Q17163393 wikiPageWikiLink Q1545585.
- Q17163393 wikiPageWikiLink Q176737.
- Q17163393 wikiPageWikiLink Q178036.
- Q17163393 wikiPageWikiLink Q201984.
- Q17163393 wikiPageWikiLink Q207952.
- Q17163393 wikiPageWikiLink Q273088.
- Q17163393 wikiPageWikiLink Q290117.
- Q17163393 wikiPageWikiLink Q46737.
- Q17163393 wikiPageWikiLink Q475000.
- Q17163393 wikiPageWikiLink Q486420.
- Q17163393 wikiPageWikiLink Q4896405.
- Q17163393 wikiPageWikiLink Q506346.
- Q17163393 wikiPageWikiLink Q5340806.
- Q17163393 wikiPageWikiLink Q534112.
- Q17163393 wikiPageWikiLink Q578985.
- Q17163393 wikiPageWikiLink Q582659.
- Q17163393 wikiPageWikiLink Q645415.
- Q17163393 wikiPageWikiLink Q7036027.
- Q17163393 wikiPageWikiLink Q7248882.
- Q17163393 wikiPageWikiLink Q768074.
- Q17163393 wikiPageWikiLink Q8458366.
- Q17163393 wikiPageWikiLink Q848354.
- Q17163393 wikiPageWikiLink Q947053.
- Q17163393 comment "Stochastic portfolio theory (SPT) is a mathematical theory for analyzing stock market structure and portfolio behavior introduced by E. Robert Fernholz in 2002. It is descriptive as opposed to normative, and is consistent with the observed behavior of actual markets.".
- Q17163393 label "Stochastic portfolio theory".