Growth Versus Security in Dynamic Investment Analysis

DOI10.1287/mnsc.38.11.1562zbMath0765.90014OpenAlexW2100453390MaRDI QIDQ4032486

William T. Ziemba, Leonard C. MacLean, George Blazenko

Publication date: 1 April 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.38.11.1562

zbMATH Keywords

horseracingrisky investmentsoptions tradingfractional Kelly strategieslotto gamesmaximum securityoptimal dynamic choice in discrete time

Mathematics Subject Classification ID

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