Pages that link to "Item:Q5633548"

The following pages link to The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling (Q5633548):

Displayed 22 items.

• The value of information for populations in varying environments (Q540576) ‎ (← links)
• A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) ‎ (← links)
• Evolution of heterogeneous beliefs and asset overvaluation (Q845608) ‎ (← links)
• Evolution and market behavior (Q1196190) ‎ (← links)
• Are rich people smarter? (Q1399542) ‎ (← links)
• Numéraire-invariant preferences in financial modeling (Q1958497) ‎ (← links)
• Price probabilities: a class of Bayesian and non-Bayesian prediction rules (Q2059056) ‎ (← links)
• A counterexample to the \textit{Fortune's formula} investing method (Q2314626) ‎ (← links)
• A fair pricing approach to weather derivatives (Q2575439) ‎ (← links)
• When to accept a sequence of gambles (Q2581293) ‎ (← links)
• Analysis of Kelly-optimal portfolios (Q2786274) ‎ (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) ‎ (← links)
• OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539) ‎ (← links)
• The Action Gambler and Equal-Sized Wagering (Q3621146) ‎ (← links)
• Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) ‎ (← links)
• (Q4281792) ‎ (← links)
• Investment diversification and investment specialization and the assumed holding period (Q4541524) ‎ (← links)
• Using the Kelly Criterion for Investing (Q4613808) ‎ (← links)
• Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (Q4691925) ‎ (← links)
• EXPECTATION AND OPTIMAL f: EXPECTED GROWTH WITH AND WITHOUT REINVESTMENT FOR DISCRETELY-DISTRIBUTED OUTCOMES OF FINITE LENGTH AS A BASIS IN EVOLUTIONARY DECISION-MAKING (Q5033482) ‎ (← links)
• The Myopic Property in Decision Models (Q5118435) ‎ (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) ‎ (← links)