@locthanh789: Nói ra cũng vậy thôi anh biết anh mất em rồi....! #xuhuong #anime #dragonball #goku #vd_07th11

𝙏𝙝𝙖𝙣𝙝 𝙇𝙤𝙘

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Monday 11 May 2026 03:19:14 GMT

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Comments

hoangbao :

thêm cái quét sáng chi v ní

2026-05-11 03:21:15

11

Văn Thành Được ♈ :

2026-05-11 11:06:01

6

thái long :

2026-08-04 11:38:52

1

𝙒𝙮𝙭𝙣 :

ok

2026-05-30 18:37:12

1

𝙏𝙝𝙖𝙣𝙝𝘿𝙞𝙚𝙥 :

Cuốn vãi

2026-05-11 11:11:34

1

𝙆𝙚𝙡𝙫𝙞𝙣 :

nhạc hay

2026-07-01 11:32:02

1

𝓜𝓲𝓷𝓱 :

edit này hay nè nma làm ở dạng hoàn chỉnh của bản năng vô cực sẽ đẹp hơn á b

2026-05-11 15:21:18

2

옃 :

muộn

2026-05-11 04:01:15

2

Hoang Nhatt :

xịn

2026-06-11 12:24:49

1

Tâm.ᥫ᭡ :

xin tên nhạc

2026-06-01 08:14:53

0

Linh Dươngg九天 :

ultra instinct sign

2026-05-11 12:18:47

1

"♥︎ L" :

10đ ní ơi

2026-05-11 11:07:37

1

em phuc.🧟 :

idol 🥰

2026-05-18 07:59:39

1

𝙏𝙞𝙚𝙣 :

sớm😳😳😳

2026-05-11 03:56:08

2

Vỹ_Lù bơ :

riêng ý kiến tôi là bản năng vô cực chưa hoàn hiện đẹp nhất hơn cả bản hoàn hiện nha

2026-05-15 03:26:25

2

văn quý :

idol

2026-05-11 12:09:26

1

Văn Thành Được ♈ :

2026-05-11 11:06:08

1

Bland💤🧸 :

🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰🥰

2026-05-11 06:25:50

1

thanh trà :

😳😳😳

2026-05-23 11:49:29

1

Chính☆ :

🥰🥰🥰

2026-05-24 09:30:42

1

Bi kè :

🥰🥰🥰

2026-06-07 03:59:27

0

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Can a portfolio beat the market without predicting which stocks will win? In 2005 Fernholz, Karatzas and Kardaras proved that it can. If the market stays diverse, meaning no single stock ever dominates, you can build a portfolio from nothing but the current market weights and outperform the index over a long enough horizon, with probability one. The recipe is simple: take each stock's market weight, raise it to a power p between zero and one, and renormalize. That shaves a little off the giants and spreads it across the rest, and it gives the diversity-weighted portfolio. Fernholz's master equation splits your performance over the market into a bounded diversity term plus a cumulative excess-growth term that never decreases, so once that term has had enough time to build up, you are provably ahead. That is what the paper calls relative arbitrage: you outperform the market portfolio, which is not the same as a riskless profit. The engine underneath is the excess growth rate, the return you harvest by holding a diverse basket and letting it rebalance. Worth keeping in mind: this is a theorem and not investment advice, it holds only under its assumptions of market diversity, non-degenerate volatility and continuous rebalancing, and it ignores frictions like transaction costs, taxes and implementation limits, though recent work shows the edge survives realistic costs, just smaller. Paper:

Can a portfolio beat the market without predicting which stocks will win? In 2005 Fernholz, Karatzas and Kardaras proved that it can. If the market stays diverse, meaning no single stock ever dominates, you can build a portfolio from nothing but the current market weights and outperform the index over a long enough horizon, with probability one. The recipe is simple: take each stock's market weight, raise it to a power p between zero and one, and renormalize. That shaves a little off the giants and spreads it across the rest, and it gives the diversity-weighted portfolio. Fernholz's master equation splits your performance over the market into a bounded diversity term plus a cumulative excess-growth term that never decreases, so once that term has had enough time to build up, you are provably ahead. That is what the paper calls relative arbitrage: you outperform the market portfolio, which is not the same as a riskless profit. The engine underneath is the excess growth rate, the return you harvest by holding a diverse basket and letting it rebalance. Worth keeping in mind: this is a theorem and not investment advice, it holds only under its assumptions of market diversity, non-degenerate volatility and continuous rebalancing, and it ignores frictions like transaction costs, taxes and implementation limits, though recent work shows the edge survives realistic costs, just smaller. Paper: "Diversity and Relative Arbitrage in Equity Markets" (2005), Finance and Stochastics. #finance #quant #trading #algotrading #stocks

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