2 citations · 4 across the 7 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
q-fin.MF2022
Fundamental Portfolio Outperforms the Market Portfolio
Hayden Brown
There is substantial empirical evidence showing the fundamental portfolio outperforming the market portfolio. Here a theoretical foundation is laid that supports this empirical res…
q-fin.MF2022★ 1 cited
Withdrawal Success Estimation
Hayden Brown
Given a geometric Levy alpha-stable wealth process, a log-Levy alpha-stable lower bound is constructed for the terminal wealth of a regular investing schedule. Using a transformati…