Growth Versus Security in Dynamic Investment Analysis
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Publication:4032486
DOI10.1287/mnsc.38.11.1562zbMath0765.90014MaRDI 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
horseracing; risky investments; options trading; fractional Kelly strategies; lotto games; maximum security; optimal dynamic choice in discrete time
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