3 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.MF2016★ 3 cited
Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio
Christa Cuchiero, Walter Schachermayer, Ting-Kam Leonard Wong
Cover's celebrated theorem states that the long run yield of a properly chosen "universal" portfolio is as good as the long run yield of the best retrospectively chosen constant re…
q-fin.PM2014★ 1 cited
Optimization of relative arbitrage
Ting-Kam Leonard Wong
In stochastic portfolio theory, a relative arbitrage is an equity portfolio which is guaranteed to outperform a benchmark portfolio over a finite horizon. When the market is divers…