scientific article; zbMATH DE number 3930668
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- High-risk and competitive investment models
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- Optimal strategies for prudent investors
- Growth-security models and stochastic dominance
- scientific article; zbMATH DE number 3968253 (Why is no real title available?)
- Growth Versus Security in Dynamic Investment Analysis
- Growth-Security Investment Strategy for Long and Short Runs
- Using the Kelly criterion for investing
- Optimal capital growth with convex shortfall penalties
- Expectation and optimal \(f\): expected growth with and without reinvestment for discretely-distributed outcomes of finite length as a basis in evolutionary decision-making
- Kelly investing with downside risk control in a regime-switching market
- Empirical analysis on risk of security investment
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999
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