Capital growth with security (Q951507)

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Capital growth with security
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    title
    Capital growth with security (English)
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    author
    Rafael Sanegre
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    Yonggan Zhao
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    William T. Ziemba
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    Leonard C. MacLean
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    publication date
    24 October 2008
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    Mathematics Subject Classification ID
    91G10
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    90B50
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    90C15
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    zbMATH DE Number
    5356931
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    zbMATH Keywords
    capital growth
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    drawdown constraint
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    growth and security
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    Kelly strategy
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    scenario generation
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    value at risk
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