Optimal Investment Strategy for Risky Assets (Q4216120): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: Yi-Cheng Zhang / rank | |||
| Property / author | |||
| Property / author: Yi-Cheng Zhang / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/9801240 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exposition of a New Theory on the Measurement of Risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Mathematical Theory of Communication / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Investment policies for expanding businesses optimal in a long‐run sense / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 16:58, 28 May 2024
scientific article; zbMATH DE number 1213272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment Strategy for Risky Assets |
scientific article; zbMATH DE number 1213272 |
Statements
Optimal Investment Strategy for Risky Assets (English)
0 references
28 December 1998
0 references
multiplicative Brownian motion
0 references
optimal fraction of capital
0 references
risky assets
0 references
optimal portfolio
0 references
