OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	OPTIMAL LAG IN DYNAMICAL INVESTMENTS	scientific article

Statements

scholarly article

0 references

OPTIMAL LAG IN DYNAMICAL INVESTMENTS (English)

0 references

zbMATH Open document ID

0 references

10.1142/S0219024999000236

0 references

0 references

International Journal of Theoretical and Applied Finance

0 references

publication date

3 September 2008

0 references

full work available at URL

https://arxiv.org/abs/cond-mat/9810091

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

MaRDI profile type

MaRDI publication profile

0 references

cond-mat/9810091

0 references

The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

0 references

Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

0 references

A Mathematical Theory of Communication

0 references

Investment policies for expanding businesses optimal in a long‐run sense

0 references

Optimal Investment Strategy for Risky Assets

0 references

On an Investment-Consumption Model with Transaction Costs

0 references

Portfolio selection with transactions costs

0 references

Optimal investment and consumption with transaction costs

0 references

Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3523539

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3523539&oldid=35070081"