scientific article; zbMATH DE number 3179081

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Use of stochastic and mathematical programming in portfolio theory and practice
Identifying winners of competitive events: a SVM-based classification model for horserace prediction
Empirical Bayes stock market portfolios
Admissible investment strategies in continuous trading
Growth-security profiles in capital accumulation under risk
Evolution and market behavior
Decision policies minimizing risk in a multistage betting game
How one gambles if one must: Effects of differing return rates on multistage betting decisions
On the survival of branching processes in random environments
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
A conversation with Leo Breiman.
Multi-period portfolio optimization: translation of autocorrelation risk to excess variance
Simulated annealing algorithm for optimal capital growth
High-risk and competitive investment models
Evolutionary finance and dynamic games
Investment behavior under Knightian uncertainty -- an evolutionary approach
Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements
Relative growth optimal strategies in an asset market game
An evolutionary finance model with a risk-free asset
A continuous-time asset market game with short-lived assets
Adaptive bet-hedging revisited: considerations of risk and time horizon
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Statistical properties of estimators for the log-optimal portfolio
Behavioral equilibrium and evolutionary dynamics in asset markets
The market organism: Long-run survival in markets with heterogeneous traders
The reality game
A kernel-based trend pattern tracking system for portfolio optimization
Momentum and reversal in financial markets with persistent heterogeneity
A counterexample to the \textit{Fortune's formula} investing method
Economic Darwinism: Who has the best probabilities?
Pure and randomized equilibria in the stochastic von Neumann-Gale model
Subtle price discrimination and surplus extraction under uncertainty
Adapting support vector machine methods for horserace odds prediction
The evolution of portfolio rules and the capital asset pricing model
On the almost sure convergence of Syracuse sequences
Gambling behaviour in multiple-choice betting games
Gambling behaviour in two-outcome multistage betting games
On minimizing expected absorption times
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
Performance analysis of log-optimal portfolio strategies with transaction costs
Some Aspects of Information Theory in Gambling and Economics
MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS
Performance of investment strategies in the absence of correct beliefs
The Action Gambler and Equal-Sized Wagering
St. Petersburg portfolio games
Doubling-up in craps and other games of chance
PAMR: passive aggressive mean reversion strategy for portfolio selection
Using the Kelly criterion for investing
Value management
The Kelly system maximizes median fortune
Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
Asset market games of survival: a synthesis of evolutionary and dynamic games
Optimal capital growth with convex shortfall penalties
Kelly investing with downside risk control in a regime-switching market
What is the value of the cross-sectional approach to deep reinforcement learning?
Von Neumann–Gale model, market frictions and capital growth
Dynamic optimal capital growth of diversified investment
Online portfolio selection: a survey
scientific article; zbMATH DE number 269311 (Why is no real title available?)
The regime switching portfolios
The value of information for populations in varying environments
On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
Mean-variance versus expected utility in dynamic investment analysis
A BENCHMARK APPROACH TO FINANCE
NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
Evolutionary stability of portfolio rules in incomplete markets
Market selection and survival of investment strategies
Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
KELLY TRADING AND MARKET EQUILIBRIUM
Asymptotic minimization of expected time to reach a large wealth level in an asset market game
Game-theoretic statistics and safe anytime-valid inference
Capital Growth and Survival Strategies in a Market with Endogenous Prices
A note on constant proportion trading strategies
On the rate of convergence of the St. Petersburg game
Optimal growth strategies in a stochastic market model with endogenous prices
Fractional growth portfolio investment
On the existence of powerful p-values and e-values for composite hypotheses
A preference foundation for log mean-variance criteria in portfolio choice problems
Sequential Monte Carlo testing by betting
Authors' reply to the discussion of `safe testing'
Zihao Wen and David L. Dowe's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Maozai Tian, Keming Yu and Jiangfeng Wang's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Andrej Srakar's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Judith ter Schure's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Christian P. Robert and Joshua Bon's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Stefano Rizzelli's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Luigi Pace and Alessandra Salvan's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Joris Mulder's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Alexander Ly's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Sander Greenland's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Neil Dey, Ryan Martin, and Jonathan P. Williams' contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Christine P. Chai's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Marco Cattaneo's contribution to the discussion of ``Safe testing by Grünwald, de Heide, and Koolen
Joshua bon and christian P. Robert's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Vladimir Vovk's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Wenkai Xu's contribution to the discussion of `safe testing' by Grünwald, de Heide and Koolen
Christian Hennig's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Glenn Shafer's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
Thorsten Dickhaus's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen

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