Alternative growth versus security in continuous dynamic trading (Q1127199)

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scientific article; zbMATH DE number 1189567
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English
Alternative growth versus security in continuous dynamic trading
scientific article; zbMATH DE number 1189567

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    Alternative growth versus security in continuous dynamic trading (English)
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    13 August 1998
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    growth and security
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    dynamic trading strategy
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    threshold stopping rule
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    geometric motion
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    Brownian motion
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    Kelly strategy
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    bold strategy
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