The following pages link to Capital growth with security (Q951507):
Displaying 15 items.
- Weighted entropy and optimal portfolios for risk-averse Kelly investments (Q1692288) (← links)
- Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion (Q3121146) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (Q4584701) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)
- Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (Q4691925) (← links)
- Optimal capital growth with convex shortfall penalties (Q5001113) (← links)
- Kelly investing with downside risk control in a regime-switching market (Q5068071) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- A Probability Scoring Rule for Simultaneous Events (Q5121288) (← links)
- Shrinkage estimation of Kelly portfolios (Q5234293) (← links)
- Far from the madding crowd: collective wisdom in prediction markets (Q5234369) (← links)
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus (Q5868919) (← links)
