KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360): Difference between revisions

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+Shock elasticities and impulse responses
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+Investment policies for expanding businesses optimal in a long‐run sense
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+Q3847797
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+Stochastic differential portfolio games
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+Risk‐sensitive benchmarked asset management with expert forecasts
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+The Kelly system maximizes median fortune
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+Growth Versus Security in Dynamic Investment Analysis
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+Risk minimizing portfolios and HJBI equations for stochastic differential games
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+An Intertemporal Capital Asset Pricing Model
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+The Malliavin Calculus and Related Topics
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+Q2892811
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