Alternative growth versus security in continuous dynamic trading
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Publication:1127199
DOI10.1016/0377-2217(93)E0320-WzbMath0953.90533OpenAlexW2031291758MaRDI QIDQ1127199
Naoto Kaio, Tadashi Dohi, Hiroaki Tanaka, Shunji Osaki
Publication date: 13 August 1998
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(93)e0320-w
Brownian motiongeometric motiongrowth and securityKelly strategybold strategydynamic trading strategythreshold stopping rule
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Cites Work
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