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Cites work
- scientific article; zbMATH DE number 3179081 (Why is no real title available?)
- scientific article; zbMATH DE number 1304946 (Why is no real title available?)
- scientific article; zbMATH DE number 1304948 (Why is no real title available?)
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Coherent measures of risk
- Formulation of the Russell-Yasuda Kasai financial planning model
- From poverty measurement to the measurement of downside risk
- Growth Versus Security in Dynamic Investment Analysis
- Growth versus security tradeoffs in dynamic investment analysis
- Growth-security profiles in capital accumulation under risk
- OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
- On dynamic investment strategies
- On the Extensive Number of Plays to Achieve Superior Performance with the Geometric Mean Strategy
- Optimal strategies for repeated games
- Stochastic programs and statistical data
- The Kelly Criterion and the Stock Market
- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
- The proportional bettor's return on investment
- Universal Portfolios
Cited in
(21)- Optimal capital growth with convex shortfall penalties
- Wealth goals investing
- Growth Versus Security in Dynamic Investment Analysis
- Portfolio selection subject to growth objectives
- Kelly investing with downside risk control in a regime-switching market
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS
- Optimal betting under parameter uncertainty: improving the Kelly criterion
- Using the Kelly criterion for investing
- Far from the madding crowd: collective wisdom in prediction markets
- Shrinkage estimation of Kelly portfolios
- Partial-Kelly strategies and expected utility: small-edge asymptotics
- Weighted entropy and optimal portfolios for risk-averse Kelly investments
- Time to wealth goals in capital accumulation
- Dynamic optimal capital growth of diversified investment
- Von Neumann–Gale model, market frictions and capital growth
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
- Fractional growth portfolio investment
- Risk-sensitive benchmarked asset management
- A Probability Scoring Rule for Simultaneous Events
- Generalized framework for applying the Kelly criterion to stock markets
- Growth-security models and stochastic dominance
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