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scientific article; zbMATH DE number 5209874
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scientific article; zbMATH DE number 5209874

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    author
    Rachel E. S. Ziemba
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    William T. Ziemba
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    publication date
    9 November 2007
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    Mathematics Subject Classification ID
    91-01
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    91B30
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    91B28
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    zbMATH DE Number
    5209874
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    zbMATH Keywords
    risk management
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    global investment
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    Kelly's criterion
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    hedge funds
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    stochastic programming
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