Abstract: This paper investigates the creation of universal portfolios generated by recursive calculation of moment-generating functions for continuous variables using data from Yahoo Finance and ...

This is a preview. Log in through your library . Abstract A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating ...

In this paper we obtain a simple, explicit integral form for the moment generating function of the reciprocal of the random variable defined by $A_t^{(\nu)} := \int_0 ...