Growth versus security tradeoffs in dynamic investment analysis
From MaRDI portal
Publication:1289302
DOI10.1023/A:1018969727211zbMATH Open0920.90007OpenAlexW88739019MaRDI QIDQ1289302FDOQ1289302
William T. Ziemba, Leonard C. MacLean
Publication date: 27 May 1999
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1018969727211
Recommendations
Cited In (14)
- Capital growth with security
- Title not available (Why is that?)
- Growth Versus Security in Dynamic Investment Analysis
- Empirical analysis on risk of security investment
- Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
- Growth-Security Investment Strategy for Long and Short Runs
- KELLY TRADING AND MARKET EQUILIBRIUM
- The duality of option investment strategies for hedge funds
- Far from the madding crowd: collective wisdom in prediction markets
- Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics
- Time to wealth goals in capital accumulation
- Online portfolio selection
This page was built for publication: Growth versus security tradeoffs in dynamic investment analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1289302)
