High-risk and competitive investment models (Q1854797): Difference between revisions

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+https://doi.org/10.1214/aoap/1037125860
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+W2071729058
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+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Optimal strategies in a risk selection investment model
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+Competitive Optimality of Logarithmic Investment
@@ Property / cites work: Competitive Optimality of Logarithmic Investment / rank @@
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+Q3847797
@@ Property / cites work: Q3847797 / rank @@
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+Portfolio choice and the Bayesian Kelly criterion
@@ Property / cites work: Portfolio choice and the Bayesian Kelly criterion / rank @@
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+On an optimal selection problem of Cowan and Zabczyk
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+Sum the odds to one and stop
@@ Property / cites work: Sum the odds to one and stop / rank @@
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+Pascal processes and their characterization
@@ Property / cites work: Pascal processes and their characterization / rank @@
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+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
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+The proportional bettor's return on investment
@@ Property / cites work: The proportional bettor's return on investment / rank @@
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+The infinite secretary problem
@@ Property / cites work: The infinite secretary problem / rank @@
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+Q5719651
@@ Property / cites work: Q5719651 / rank @@
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+Q3342240
@@ Property / cites work: Q3342240 / rank @@
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