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

@@ Property / author @@
-Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
-Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
+Normal rank
@@ Property / cites work @@
+Convex-valued random dynamical systems: A variational principle for equilibrium states
+Normal rank
@@ Property / cites work @@
+A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS
+Normal rank
@@ Property / cites work @@
+FINANCIAL FRICTION AND MULTIPLICATIVE MARKOV MARKET GAMES
+Normal rank
@@ Property / cites work @@
+Evolution and market behavior
@@ Property / cites work: Evolution and market behavior / rank @@
+Normal rank
@@ Property / cites work @@
+The return on investment from proportional portfolio strategies
+Normal rank
@@ Property / cites work @@
+Portfolio choice and the Bayesian Kelly criterion
@@ Property / cites work: Portfolio choice and the Bayesian Kelly criterion / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL LAG IN DYNAMICAL INVESTMENTS
@@ Property / cites work: OPTIMAL LAG IN DYNAMICAL INVESTMENTS / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024902001547
+Normal rank
@@ Property / OpenAlex ID @@
+W3122772722
@@ Property / OpenAlex ID: W3122772722 / rank @@
+Normal rank