Volatility-induced financial growth (Q3593598): Difference between revisions

@@ Property / author @@
-Michael A. H. Dempster
@@ Property / author: Michael A. H. Dempster / rank @@
-Normal rank
@@ Property / author @@
-Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
-Normal rank
@@ Property / author @@
+Michael A. H. Dempster
@@ Property / author: Michael A. H. Dempster / 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 / OpenAlex ID @@
+W3125573769
@@ Property / OpenAlex ID: W3125573769 / rank @@
+Normal rank
@@ Property / cites work @@
+Overview: Unsolved problems of noise and fluctuations
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
+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 @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential growth of fixed-mix strategies in stationary asset markets
+Normal rank
@@ Property / cites work @@
+FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
+Normal rank
@@ Property / cites work @@
+Parrondo's paradox.
@@ Property / cites work: Parrondo's paradox. / rank @@
+Normal rank
@@ Property / cites work @@
+A simple approach to arbitrage pricing theory
@@ Property / cites work: A simple approach to arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
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@@ Property / cites work @@
+Growth-Security Investment Strategy for Long and Short Runs
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@@ Property / cites work @@
+Growth Versus Security in Dynamic Investment Analysis
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@@ links / mardi / name / links / mardi / name @@
+Publication:3593598