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%%%TITLE
\title{Strange stochastic portfolio theory in infinite dimensions}
\date{}

%%AFFILIATIONS
\author[1]{John Smith}
\author[2]{Jan Kowalski}
\affil[1]{Medieval institute of strange sciences, Street of
Something, Somewhere \emailaddress{jsmith@strscience.xx}}
\affil[2]{Medieval institute of strange sciences, Somewhere, Street
of Something} \affil[2]{Strange College, Somewhat Oak, Nowhere
\emailaddress{jkowalski@strscience.xx}}

%%DOCUMENT
\begin{document}
\maketitle

%%PLEASE PUT YOUR ABSTRACT HERE
\begin{abstract}{\it Strange stochastic theory} has never been used to model investment
portfolios (do not even think about infinite dimensions) but who
cares -- it is just an example. They have even not been rigorously
defined in literature. Some hints and intuitions were given in my
recent work of \cite{smith}.

Anyway, we can warmly think about strange stochastic portfolios that
could be defined like \cite{kowalski} did it in case of strange
options\footnote{By the way, they have never been defined either.},
i.e.
\begin{equation}
d\mathrm{strange}_{\mathrm{portf}}(t)=(\alpha_t+\mathrm{strange}_{\mathrm{portf}}(t))dt+\beta_tdw_s(t),
\end{equation}
where $w_s$ is Strange motion.
\end{abstract}
%%THE END OF ABSTRACT

\begin{thebibliography}{99}
\small
\bibitem[1]{kowalski} Kowalski J. \textit{On inexistance of strange
options}, Medieval Markets, Varsovia, pp. 1--100, 1478.

\bibitem[2]{smith} Smith J., \textit{How a strange portfolio could look
like?} Acta Mathematicae --- Medius Aevus, Kraków, pp. 12012--12312,
1221.
\end{thebibliography}
\end{document}
