A mathematical study of the excess growth rate

Fuente: arXiv
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Main Authors: Campbell, Steven, Wong, Ting-Kam Leonard
Format: Preprint
Published: 2025
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_version_ 1866914122163027968
author Campbell, Steven
Wong, Ting-Kam Leonard
author_facet Campbell, Steven
Wong, Ting-Kam Leonard
contents We study the excess growth rate -- a fundamental logarithmic functional arising in portfolio theory -- from the perspective of information theory. We show that the excess growth rate can be connected to the Rényi and cross entropies, the Helmholtz free energy, L. Campbell's measure of average code length and large deviations. Our main results consist of three axiomatic characterization theorems of the excess growth rate, in terms of (i) the relative entropy, (ii) the gap in Jensen's inequality, and (iii) the logarithmic divergence that generalizes the Bregman divergence. Furthermore, we study maximization of the excess growth rate and compare it with the growth optimal portfolio. Our results not only provide theoretical justifications of the significance of the excess growth rate, but also establish new connections between information theory and quantitative finance.
format Preprint
id arxiv_https___arxiv_org_abs_2510_25740
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A mathematical study of the excess growth rate
Campbell, Steven
Wong, Ting-Kam Leonard
Information Theory
Probability
Mathematical Finance
Portfolio Management
94A15, 94A17, 91G10, 91G80, 60F10, 62B10
We study the excess growth rate -- a fundamental logarithmic functional arising in portfolio theory -- from the perspective of information theory. We show that the excess growth rate can be connected to the Rényi and cross entropies, the Helmholtz free energy, L. Campbell's measure of average code length and large deviations. Our main results consist of three axiomatic characterization theorems of the excess growth rate, in terms of (i) the relative entropy, (ii) the gap in Jensen's inequality, and (iii) the logarithmic divergence that generalizes the Bregman divergence. Furthermore, we study maximization of the excess growth rate and compare it with the growth optimal portfolio. Our results not only provide theoretical justifications of the significance of the excess growth rate, but also establish new connections between information theory and quantitative finance.
title A mathematical study of the excess growth rate
topic Information Theory
Probability
Mathematical Finance
Portfolio Management
94A15, 94A17, 91G10, 91G80, 60F10, 62B10
url https://arxiv.org/abs/2510.25740