Dynamical optimization theory of a diversified portfolio

Keyphrases

• Growth Rate 100%
• Dynamic Optimization 100%
• Stock Prices 100%
• Optimization Theory 100%
• Diversified Portfolio 100%
• Expectation Values 50%
• Random Walk 50%
• Discrete-time 50%
• Continuous-time 50%
• Large N Limit 50%
• Partition Function 50%
• Finite-dimensional 50%
• Scale-free Distribution 50%
• Hypothetical Situation 50%
• Power-law Tail 50%
• Buy-and-hold Strategy 50%
• Directed Polymer in Random Medium 50%

Mathematics

• Simple Model 100%
• Random Medium 100%
• Discrete Time 100%
• Power Law 100%
• Continuous Time 100%
• Multiplicative 100%
• Partition Function 100%
• Expectation Value 100%
• Random Walk 100%
• Partition Coefficient 100%

Economics, Econometrics and Finance

• Stock Price 100%
• Continuous Time 50%