University of Waterloo

Model-free portfolio theory and its functional master formula

Schied, Alexander , Leo Speiser, and Iryna Voloshchenko. “Model-free portfolio theory and its functional master formula”. SIAM J. Financial Math. 9 (2018): 1074–1101.

Contact

M3 3132

519-888-4567, ext. 41563

aschied@uwaterloo.ca

University of Waterloo

43.471468

-80.544205

200 University Avenue West

Waterloo, ON, Canada N2L 3G1