φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

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φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

• # New Measure Of Dependence
• # Fat Tail
• # Feynman Diagrammatic Techniques
• # Situation In Finance
• # Non-mean Field
• # Non-normal Returns
• # Portfolio Optimization Problem
• # Covariance Matrix
• # Portfolio Distribution
• # Foreign Exchange Market