Atlas混合模型
Hybrid Atlas models
摘要：
我们研究了具有当地特征的股票市场的马纳斯型模型，这些特征依赖于名称和等级，并且以诱导稳定资本分布的方式。遍历性质和排名的过程中检查参考的理论反映布朗运动在多面体域。在这样的模型的背景下，我们讨论的各种投资策略，包括所谓的增长最优和通用的投资组合的属性。
英文摘要：
We study Atlas-type models of equity markets with local characteristics that depend on both name and rank, and in ways that induce a stable capital distribution. Ergodic properties and rankings of processes are examined with reference to the theory of reflected Brownian motions in polyhedral domains. In the context of such models we discuss properties of various investment strategies, including the so-called growth-optimal and universal portfolios.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
