Pages that link to "Item:Q5721629"
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The following pages link to Investment policies for expanding businesses optimal in a long‐run sense (Q5721629):
Displaying 19 items.
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Procedural rationality, asset heterogeneity and market selection (Q2425148) (← links)
- Optimal Strategies for Prudent Investors (Q2703109) (← links)
- On the St. Petersburg Paradox (Q2739855) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539) (← links)
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) (← links)
- RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS (Q3534068) (← links)
- Optimal Investment Strategy for Risky Assets (Q4216120) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Online portfolio selection (Q5176170) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- (Q5288318) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)
