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Wednesday, January 15, 2020

Stochastic Portfolio Theory and the Low Beta Anomaly

Here is a link to the paper.

TOG at 08:18

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About Me

TOG: I have spent most of my life in the investment business, as a Quant, and in academia, teaching undergraduate and graduate finance courses. My hobbies are tutoring mathematics and physics, writing (over fifty published papers), flying (28,450 feet in a sailplane), and shooting (NRA Certified Instructor)

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