A theoretical investigation of randomized asset allocation strategies (Q4541558): Difference between revisions

@@ Property / author @@
-Moshe Arye Milevsky
@@ Property / author: Moshe Arye Milevsky / rank @@
-Normal rank
@@ Property / author @@
+Moshe Arye Milevsky
@@ Property / author: Moshe Arye Milevsky / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/135048698334682
+Normal rank
@@ Property / OpenAlex ID @@
+W2012455875
@@ Property / OpenAlex ID: W2012455875 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+On the inefficiency of bang-bang and stop-loss portfolio strategies
+Normal rank
@@ Property / cites work @@
+Sequential binary investment decisions. A Bayesian approach
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4541558