Alternative optimality criteria of portfolio selection based upon threshold stopping rule (Q4842333)
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scientific article; zbMATH DE number 780138
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| English | Alternative optimality criteria of portfolio selection based upon threshold stopping rule |
scientific article; zbMATH DE number 780138 |
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Alternative optimality criteria of portfolio selection based upon threshold stopping rule (English)
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27 July 1995
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continuous trading
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Kelly strategy
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continuous time portfolio selection
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Laplace-Stieltjes transform
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threshold stopping investment rule
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LST criteria
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0.7955520153045654
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0.7955517768859863
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0.765110194683075
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0.7642139792442322
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0.7470575571060181
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