Exponential investors with weakly mean-reverting prices 3YQNR18XB3
| URI | m2://res/3YQNR18XB3 |
|---|---|
| Kind | preprint |
| Creators | Balazs Hoffmann, Miklos Rasonyi |
| Date | 2026-10-06 |
| Subjects | arxiv q-fin.PM, arxiv math.PR |
| Scope | out |
Expressions
e1: version, preprint
| Date | 2026-10-06 |
|---|---|
| Ids | arXiv 2610.08631 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| Smoothed power and primitive | statement | lemma 5.1 | arxiv |
| Optimal order of certainty equivalent growth for sublinear mean reversion | statement | theorem 3.1 | arxiv |
| Terminal wealth decomposition and admissibility | statement | lemma 6.1 | arxiv |
| Exponential moment of the occupation functional | statement | lemma 7.1 | arxiv |
Catalogue records
- arxiv: 2610.08631 (work)