OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539)

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Language	Label	Description	Also known as
English	OPTIMAL LAG IN DYNAMICAL INVESTMENTS	scientific article

Statements

scholarly article

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OPTIMAL LAG IN DYNAMICAL INVESTMENTS (English)

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International Journal of Theoretical and Applied Finance

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publication date

3 September 2008

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full work available at URL

https://arxiv.org/abs/cond-mat/9810091

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MaRDI profile type

MaRDI publication profile

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The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

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A Mathematical Theory of Communication

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Investment policies for expanding businesses optimal in a long‐run sense

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Optimal Investment Strategy for Risky Assets

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On an Investment-Consumption Model with Transaction Costs

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Portfolio selection with transactions costs

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Optimal investment and consumption with transaction costs

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Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters

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Identifiers

zbMATH Open document ID

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10.1142/S0219024999000236

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Mathematics Subject Classification ID

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zbMATH DE Number

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cond-mat/9810091

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Sitelinks

Mathematics(1 entry)

mardi Publication:3523539

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