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)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7480251
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
23 February 2022
0 references
growth-optimal portfolio
0 references
risk management
0 references
Kelly criterion
0 references
finite investment horizon
0 references
drawdown
0 references
expectation
0 references
mathematical expectation
0 references
0.7096051573753357
0 references
0.7032878398895264
0 references
0.7013935446739197
0 references
