Abstract
The distribution of capital is of fundamental importance in stochastic portfolio theory, as are functionally generated portfolios. In this chapter we shall combine these two concepts.
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© 2002 Springer Science+Business Media New York
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Fernholz, E.R. (2002). Portfolios of Stocks Selected by Rank. In: Stochastic Portfolio Theory. Applications of Mathematics, vol 48. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3699-1_4
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DOI: https://doi.org/10.1007/978-1-4757-3699-1_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2987-7
Online ISBN: 978-1-4757-3699-1
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