Capital growth with security (Q951507)
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scientific article; zbMATH DE number 5356931
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Capital growth with security |
scientific article; zbMATH DE number 5356931 |
Statements
Capital growth with security (English)
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24 October 2008
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capital growth
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drawdown constraint
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growth and security
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Kelly strategy
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scenario generation
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value at risk
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0.8068686723709106
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0.7855214476585388
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0.7819679379463196
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0.7793455719947815
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0.7793455719947815
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