Pages that link to "Item:Q3885563"

The following pages link to Competitive Optimality of Logarithmic Investment (Q3885563):

Displaying 35 items.

• Allocation games with caps: from Captain Lotto to all-pay auctions (Q267079) (← links)
• Tail risk constraints and maximum entropy (Q296373) (← links)
• Performance of investment strategies in the absence of correct beliefs (Q354664) (← links)
• Non-symmetric discrete General Lotto games (Q378347) (← links)
• Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets (Q532532) (← links)
• The asset market game (Q556402) (← links)
• A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
• Generalizations of the General Lotto and Colonel Blotto games (Q825164) (← links)
• Jarzynski-type equalities in gambling: role of information in capital growth (Q895500) (← links)
• Empirical Bayes stock market portfolios (Q1083349) (← links)
• An approach to simple bargaining games and related problems (Q1408730) (← links)
• Uniqueness of optimal strategies in Captain Lotto games (Q1742138) (← links)
• High-risk and competitive investment models (Q1854797) (← links)
• The multiplayer Colonel Blotto game (Q2049462) (← links)
• High dimensional Markovian trading of a single stock (Q2085831) (← links)
• Adaptive bet-hedging revisited: considerations of risk and time horizon (Q2173381) (← links)
• Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets (Q2175461) (← links)
• Game-theoretic optimal portfolios for jump diffusions (Q2183976) (← links)
• Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
• Exact minimax estimation of the predictive density in sparse Gaussian models (Q2352732) (← links)
• Economic Darwinism: Who has the best probabilities? (Q2370084) (← links)
• Discrete Colonel Blotto and general lotto games (Q2482679) (← links)
• Some Aspects of Information Theory in Gambling and Economics (Q2950558) (← links)
• Asymptotic Theory of Information-Theoretic Experimental Design (Q3025067) (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
• Constant rebalanced portfolios and side-information (Q3593599) (← links)
• Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
• Using the Kelly Criterion for Investing (Q4613808) (← links)
• From Duels to Battlefields: Computing Equilibria of Blotto and Other Games (Q5108243) (← links)
• Online portfolio selection (Q5176170) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
• Online Portfolio Optimization with Risk Control (Q6084585) (← links)
• On asymptotic log-optimal portfolio optimization (Q6109043) (← links)
• Persuasion with ambiguous receiver preferences (Q6579448) (← links)