A note on constant proportion trading strategies (Q635503): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.orl.2011.03.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3125879832 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Path-Dependence of Leveraged ETF Returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3847797 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The return on investment from proportional portfolio strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4023085 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4828653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The proportional bettor's return on investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating Portfolio Policies: A Duality Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Minimum Variance Hedge Ratio Under Stochastic Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank

Latest revision as of 10:31, 4 July 2024

scientific article
Language Label Description Also known as
English
A note on constant proportion trading strategies
scientific article

    Statements