The following pages link to (Q3847797):
Displayed 34 items.
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- Market selection and survival of investment strategies (Q556404) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- Capital growth with security (Q951507) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Identifying winners of competitive events: a SVM-based classification model for horserace prediction (Q1027543) (← links)
- Empirical Bayes stock market portfolios (Q1083349) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Growth-security profiles in capital accumulation under risk (Q1176863) (← links)
- Evolution and market behavior (Q1196190) (← links)
- Decision policies minimizing risk in a multistage betting game (Q1213836) (← links)
- How one gambles if one must: Effects of differing return rates on multistage betting decisions (Q1243262) (← links)
- On the survival of branching processes in random environments (Q1254035) (← links)
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting (Q1313146) (← links)
- A conversation with Leo Breiman. (Q1431203) (← links)
- High-risk and competitive investment models (Q1854797) (← links)
- Investment behavior under Knightian uncertainty -- an evolutionary approach (Q1960562) (← links)
- Economic Darwinism: Who has the best probabilities? (Q2370084) (← links)
- Pure and randomized equilibria in the stochastic von Neumann-Gale model (Q2384446) (← links)
- Adapting support vector machine methods for horserace odds prediction (Q2480231) (← links)
- The evolution of portfolio rules and the capital asset pricing model (Q2505519) (← links)
- On the almost sure convergence of Syracuse sequences (Q2507708) (← links)
- Gambling behaviour in multiple-choice betting games (Q2538066) (← links)
- Gambling behaviour in two-outcome multistage betting games (Q2538067) (← links)
- On minimizing expected absorption times (Q2560680) (← links)
- The Action Gambler and Equal-Sized Wagering (Q3621146) (← links)
- Doubling-up in craps and other games of chance (Q3751403) (← links)
- The Kelly system maximizes median fortune (Q4660549) (← links)
- (Q5288318) (← links)
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times (Q5443711) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES (Q5488978) (← links)