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The stochastic portfolio theory developed by Robert Fernholz is a mathematical framework used to build portfolios and analyze their behavior as well as the securities market structure. This new theory is consistent with market behavior. Portfolio generating functions are the focus area for the internship as they constitute versatile tools to build portfolios with specific properties.
Dr. François Watier
Miruna Minea-Burga
Desjardins Gestion internationale d'actifs
Mathematics
Finance, insurance and business
Université du Québec à Montréal
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