Before revision:  We give several explicit controls of the third term that allows one to outperform a diverse volatile market in the long run . Named energy-entropy portfolios, these strategies work in both discrete and continuous time, and require essentially no probabilistic or structural assumptions.
After revision:  We give several explicit controls of the third term that allows one to outperform , in the long run . Named energy-entropy portfolios, these strategies work in both discrete and continuous time, and require essentially no probabilistic or structural assumptions.