Expectation and optimal \(f\): expected growth with and without reinvestment for discretely-distributed outcomes of finite length as a basis in evolutionary decision-making (Q5033482)
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scientific article; zbMATH DE number 7480251
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| English | Expectation and optimal \(f\): expected growth with and without reinvestment for discretely-distributed outcomes of finite length as a basis in evolutionary decision-making |
scientific article; zbMATH DE number 7480251 |
Statements
EXPECTATION AND OPTIMAL f: EXPECTED GROWTH WITH AND WITHOUT REINVESTMENT FOR DISCRETELY-DISTRIBUTED OUTCOMES OF FINITE LENGTH AS A BASIS IN EVOLUTIONARY DECISION-MAKING (English)
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23 February 2022
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growth-optimal portfolio
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risk management
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Kelly criterion
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finite investment horizon
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drawdown
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expectation
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mathematical expectation
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0.7096051573753357
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0.7032878398895264
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0.7013935446739197
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