Resources

White Paper 1 min

Stochastic Portfolio Theory and Stock Market Equilibrium

Privacy Overview

This website uses cookies to improve your experience while you navigate through the website. Out of these, the cookies that are categorized as necessary are stored on your browser as they are essential for the working of basic functionalities of the website. We also use third-party cookies that help us analyze and understand how you use this website. These cookies will be stored in your browser only with your consent. You also have the option to opt-out of these cookies. But opting out of some of these cookies may affect your browsing experience.

Necessary

Always Enabled

Necessary cookies are absolutely essential for the website to function properly. These cookies ensure basic functionalities and security features of the website, anonymously.

Cookie	Duration	Description
__cfruid	session	Cloudflare sets this cookie to identify trusted web traffic.
cookielawinfo-checkbox-advertisement	1 year	Set by the GDPR Cookie Consent plugin, this cookie is used to record the user consent for the cookies in the "Advertisement" category .
cookielawinfo-checkbox-analytics	11 months	This cookie is set by GDPR Cookie Consent plugin. The cookie is used to store the user consent for the cookies in the category "Analytics".
cookielawinfo-checkbox-functional	11 months	The cookie is set by GDPR cookie consent to record the user consent for the cookies in the category "Functional".
cookielawinfo-checkbox-necessary	11 months	This cookie is set by GDPR Cookie Consent plugin. The cookies is used to store the user consent for the cookies in the category "Necessary".
cookielawinfo-checkbox-others	11 months	This cookie is set by GDPR Cookie Consent plugin. The cookie is used to store the user consent for the cookies in the category "Other.
cookielawinfo-checkbox-performance	11 months	This cookie is set by GDPR Cookie Consent plugin. The cookie is used to store the user consent for the cookies in the category "Performance".
CookieLawInfoConsent	1 year	Records the default button state of the corresponding category & the status of CCPA. It works only in coordination with the primary cookie.
country_cookie	11 months
viewed_cookie_policy	11 months	The cookie is set by the GDPR Cookie Consent plugin and is used to store whether or not user has consented to the use of cookies. It does not store any personal data.

Functional

Functional cookies help to perform certain functionalities like sharing the content of the website on social media platforms, collect feedbacks, and other third-party features.

Cookie	Duration	Description
__cf_bm	30 minutes	This cookie, set by Cloudflare, is used to support Cloudflare Bot Management.

Performance

Analytics

Others

Resources

Discover the Foundation-Centric Approach to Investment Success

Discover the Foundation-Centric Approach to Investment Success

Q4 2023 Equity Market Observations

Q4 2023 Equity Market Observations

Unlock the Power of Futures in Equity Risk Management

Unlock the Power of Futures in Equity Risk Management

Solve for Next: Preparing for Equity Regime Changes

Solve for Next: Preparing for Equity Regime Changes

Navigating Time-Varying Risks in Modern Markets

Navigating Time-Varying Risks in Modern Markets

Q2 2023 Equity Market Observations

Q2 2023 Equity Market Observations

Inferring Relative Ability From Winning Probability in Multi-Entrant Contests

Inferring Relative Ability From Winning Probability in Multi-Entrant Contests

Diversification, Volatility, and Surprising Alpha

Diversification, Volatility, and Surprising Alpha

Evolution of Beta

Evolution of Beta

Two Stochastic Portfolio Theory Models of a Low Beta Anomaly

Two Stochastic Portfolio Theory Models of a Low Beta Anomaly

On Optimal Arbitrage

On Optimal Arbitrage

Optimal Arbitrage Under Model Uncertainty

Optimal Arbitrage Under Model Uncertainty

The Statistics of ‘Statistical Arbitrage’ in Stock Markets

The Statistics of ‘Statistical Arbitrage’ in Stock Markets

Stochastic Portfolio Theory: An Overview

Stochastic Portfolio Theory: An Overview

Atlas Models of Equity Markets

Atlas Models of Equity Markets

Stock Market Diversity

Stock Market Diversity

On Stochastic Portfolio Theory

On Stochastic Portfolio Theory

Measuring The Size Factor In Equity Returns

Measuring The Size Factor In Equity Returns

Manager Performance and The Diversity Cycle

Manager Performance and The Diversity Cycle

Stochastic Portfolio Theory and Stock Market Equilibrium

Stochastic Portfolio Theory and Stock Market Equilibrium