FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES (Q3022063): Difference between revisions

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-Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
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@@ Property / author @@
+Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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@@ Property / cites work @@
+Convex-valued random dynamical systems: A variational principle for equilibrium states
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@@ Property / cites work @@
+A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS
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@@ Property / cites work @@
+FINANCIAL FRICTION AND MULTIPLICATIVE MARKOV MARKET GAMES
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@@ Property / cites work @@
+Evolution and market behavior
@@ Property / cites work: Evolution and market behavior / rank @@
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+The return on investment from proportional portfolio strategies
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@@ Property / cites work @@
+Portfolio choice and the Bayesian Kelly criterion
@@ Property / cites work: Portfolio choice and the Bayesian Kelly criterion / rank @@
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@@ Property / cites work @@
+OPTIMAL LAG IN DYNAMICAL INVESTMENTS
@@ Property / cites work: OPTIMAL LAG IN DYNAMICAL INVESTMENTS / rank @@
+Normal rank