Growth Versus Security in Dynamic Investment Analysis
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Publication:4032486
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Cited in
(41)- Capital growth with security
- Optimal betting under parameter uncertainty: improving the Kelly criterion
- Expectation and optimal \(f\): expected growth with and without reinvestment for discretely-distributed outcomes of finite length as a basis in evolutionary decision-making
- Growth-security profiles in capital accumulation under risk
- A counterexample to the \textit{Fortune's formula} investing method
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- Volatility-induced financial growth
- Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements
- Partial-Kelly strategies and expected utility: small-edge asymptotics
- Analysis of Kelly-optimal portfolios
- The Kelly growth optimal strategy with a stop-loss rule
- Empirical analysis on risk of security investment
- Kelly gambling with the stock market and banks
- Using the Kelly criterion for investing
- Kelly Betting on Horse Races with Uncertainty in Probability Estimates
- Wealth and price distribution by diffusive approximation in a repeated prediction market
- The geometry of risk adjustments
- Online portfolio selection: a survey
- Tail risk constraints and maximum entropy
- Alternative growth versus security in continuous dynamic trading
- A Dynamic Kelly Criterion for Games with a Maximum Payout
- Dynamic optimal capital growth of diversified investment
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
- Mathematical analysis of investment systems
- In-game betting and the Kelly criterion
- Misunderstanding of the binomial distribution, market inefficiency, and learning behavior: evidence from an exotic sports betting market
- Growth-Security Investment Strategy for Long and Short Runs
- A stochastic programming model for funding single premium deferred annuities
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
- Optimal geometric mean returns of stocks and their options
- KELLY TRADING AND MARKET EQUILIBRIUM
- Fractional growth portfolio investment
- Far from the madding crowd: collective wisdom in prediction markets
- Weighted entropy and optimal portfolios for risk-averse Kelly investments
- Von Neumann–Gale model, market frictions and capital growth
- Time to wealth goals in capital accumulation
- Portfolio choice with endogenous utility: a large deviations approach.
- Economic Darwinism: Who has the best probabilities?
- A Probability Scoring Rule for Simultaneous Events
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999
- Optimal capital growth with convex shortfall penalties
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