Pages that link to "Item:Q5633548"
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The following pages link to The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling (Q5633548):
Displayed 22 items.
- The value of information for populations in varying environments (Q540576) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- Evolution of heterogeneous beliefs and asset overvaluation (Q845608) (← links)
- Evolution and market behavior (Q1196190) (← links)
- Are rich people smarter? (Q1399542) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- Price probabilities: a class of Bayesian and non-Bayesian prediction rules (Q2059056) (← links)
- A counterexample to the \textit{Fortune's formula} investing method (Q2314626) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- When to accept a sequence of gambles (Q2581293) (← links)
- Analysis of Kelly-optimal portfolios (Q2786274) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539) (← links)
- The Action Gambler and Equal-Sized Wagering (Q3621146) (← links)
- Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
- (Q4281792) (← links)
- Investment diversification and investment specialization and the assumed holding period (Q4541524) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)
- Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (Q4691925) (← links)
- EXPECTATION AND OPTIMAL f: EXPECTED GROWTH WITH AND WITHOUT REINVESTMENT FOR DISCRETELY-DISTRIBUTED OUTCOMES OF FINITE LENGTH AS A BASIS IN EVOLUTIONARY DECISION-MAKING (Q5033482) (← links)
- The Myopic Property in Decision Models (Q5118435) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)