2013•SSRN Electronic JournalOpen access

Stochastic Portfolio Theory Optimization and the Origin of Alternative Asset Allocation Strategies

Gianluca Oderda

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Key concepts: Asset allocation, Portfolio optimization, Portfolio, Stochastic investment model, Black–Litterman model, Economics, Mathematical economics, Asset (computer security)

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Stochastic Portfolio Theory Optimization and the Origin of Alternative Asset Allocation Strategies — Research Paper | ScholarLens