Pages that link to "Item:Q4216120"
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The following pages link to Optimal Investment Strategy for Risky Assets (Q4216120):
Displayed 12 items.
- ''Illusion of control'' in time-horizon minority and Parrondo games (Q978715) (← links)
- Imperfect information as a source of non-symmetry in the two envelope problem (Q2299243) (← links)
- Analysis of Kelly-optimal portfolios (Q2786274) (← links)
- Gain from the two-envelope problem via information asymmetry: on the suboptimality of randomized switching (Q3092877) (← links)
- On Parrondo's paradox: how to construct unfair games by composing fair games (Q3430021) (← links)
- OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539) (← links)
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) (← links)
- Developments in Parrondo’s Paradox (Q3627639) (← links)
- FINANCIAL FRICTION AND MULTIPLICATIVE MARKOV MARKET GAMES (Q4521280) (← links)
- GROWTH-OPTIMAL STRATEGIES WITH QUADRATIC FRICTION OVER FINITE-TIME INVESTMENT HORIZONS (Q4653044) (← links)
- The Kelly system maximizes median fortune (Q4660549) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)