OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539): Difference between revisions

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+MaRDI publication profile
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+cond-mat/9810091
@@ Property / arXiv ID: cond-mat/9810091 / rank @@
+Normal rank
@@ Property / cites work @@
+The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
+Normal rank
@@ Property / cites work @@
+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
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@@ Property / cites work @@
+A Mathematical Theory of Communication
@@ Property / cites work: A Mathematical Theory of Communication / rank @@
+Normal rank
@@ Property / cites work @@
+Investment policies for expanding businesses optimal in a long‐run sense
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@@ Property / cites work @@
+Optimal Investment Strategy for Risky Assets
@@ Property / cites work: Optimal Investment Strategy for Risky Assets / rank @@
+Normal rank
@@ Property / cites work @@
+On an Investment-Consumption Model with Transaction Costs
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@@ Property / cites work @@
+Portfolio selection with transactions costs
@@ Property / cites work: Portfolio selection with transactions costs / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters
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@@ Property / OpenAlex ID @@
+W1506797563
@@ Property / OpenAlex ID: W1506797563 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3523539