Time to wealth goals in capital accumulation
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Publication:3375375
DOI10.1080/14697680500149552zbMATH Open1134.91447OpenAlexW2017187882MaRDI QIDQ3375375FDOQ3375375
Recommendations
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Cites work
- scientific article; zbMATH DE number 51121 (Why is no real title available?)
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Capital growth with security
- Coherent measures of risk
- Comparison of Alternative Utility Functions in Portfolio Selection Problems
- Concepts, technical issues, and uses of the Russell-Yasuda Kasai financial planning model
- Dual Stochastic Dominance and Related Mean-Risk Models
- Growth Versus Security in Dynamic Investment Analysis
- Growth versus security tradeoffs in dynamic investment analysis
- Investment policies for expanding businesses optimal in a long‐run sense
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
- Portfolio choice and the Bayesian Kelly criterion
- Risk Aversion in the Small and in the Large
- Stochastic Models in Reliability
- Stochastic Network Programming for Financial Planning Problems
- The relaxed investor and parameter uncertainty
Cited in
(13)- Wealth goals investing
- Capital growth with security
- Optimal betting under parameter uncertainty: improving the Kelly criterion
- Using the Kelly criterion for investing
- Far from the madding crowd: collective wisdom in prediction markets
- Wealth and price distribution by diffusive approximation in a repeated prediction market
- Wealth Accumulation and the Propensity to Plan
- Mean-variance and expected utility: the Borch paradox
- Dynamic optimal capital growth of diversified investment
- Von Neumann–Gale model, market frictions and capital growth
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
- scientific article; zbMATH DE number 2159174 (Why is no real title available?)
- Growth-security models and stochastic dominance
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