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q-fin.MF2026
A Price-Based Framework for Stochastic Portfolio Theory
Jongbong An, Donghan Kim
We develop a price-based framework for stochastic portfolio theory in which trading strategies are generated from nominal price weights and evaluated relative to a price-weighted b…
q-fin.MF2026
Pathwise Portfolio Theory and Market Viability
Ioannis Karatzas, Donghan Kim
The theory of portfolios, and its allied notions and fundamental results concerning growth optimality, the numéraire property, and ``market viability'' -- which rules out the possi…