Review: Model-free portfolio theory and its functional master formula

Research output: Contribution to journalReview article

Abstract

Review of: Schied, A., Speiser, L., & Voloshchenko, I. (2018). Model-free portfolio theory and its functional master formula. SIAM Journal on Financial Mathematics, 9(3), 1074-1101.
Original languageEnglish
Article numberMR3856206
Number of pages3
JournalMathematical Reviews
Publication statusPublished - 19 Apr 2019

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