Video: Martin Larsson, "Short- and long-term relative arbitrage in stochastic portfolio theory"

Video From 18w5080: Stochastic Analysis and its Applications

Martin Larsson, Carnegie Mellon University

Thursday, May 17, 2018 09:02 - 09:46

Short- and long-term relative arbitrage in stochastic portfolio theory

Martin Larsson, Video: Short- and long-term relative arbitrage in stochastic portfolio theory

Martin Larsson, Short- and long-term relative arbitrage in stochastic portfolio theory, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

presentation

mpeg4

193M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805170902-Larsson.html

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