Alternative growth versus security in continuous dynamic trading (Q1127199)
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scientific article; zbMATH DE number 1189567
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Alternative growth versus security in continuous dynamic trading |
scientific article; zbMATH DE number 1189567 |
Statements
Alternative growth versus security in continuous dynamic trading (English)
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13 August 1998
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growth and security
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dynamic trading strategy
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threshold stopping rule
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geometric motion
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Brownian motion
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Kelly strategy
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bold strategy
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0.8602275252342224
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0.8381343483924866
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0.7955520153045654
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0.7715807557106018
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