Volatility-induced financial growth
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Publication:3593598
Cites work
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS
- A simple approach to arbitrage pricing theory
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Exponential growth of fixed-mix strategies in stationary asset markets
- FINANCIAL FRICTION AND MULTIPLICATIVE MARKOV MARKET GAMES
- FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
- Growth Versus Security in Dynamic Investment Analysis
- Growth-Security Investment Strategy for Long and Short Runs
- Hedging and liquidation under transaction costs in currency markets
- Parrondo's paradox.
- Universal Portfolios
- Unsolved problems of noise and fluctuations
Cited in
(14)- Arbitrage in stationary markets
- The solution of Parrondo's games with multi-step jumps
- Analysis of the rebalancing frequency in log-optimal portfolio selection
- Volatility versus downside risk: performance protection in dynamic portfolio strategies
- Financial markets. The joy of volatility
- DC pension fund benchmarking with fixed-mix portfolio optimization
- Asymptotic minimization of expected time to reach a large wealth level in an asset market game
- scientific article; zbMATH DE number 5035866 (Why is no real title available?)
- Fixed-mix rules in an evolutionary market using a factor model for dividends
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions
- An evolutionary finance model with a risk-free asset
- An optical model for implementing Parrondo's game and designing stochastic game with long-term memory
- Developments in Parrondo’s Paradox
- Evolutionary finance and dynamic games
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