Growth-security profiles in capital accumulation under risk
From MaRDI portal
Publication:1176863
DOI10.1007/BF02204866zbMath0741.90008MaRDI QIDQ1176863
William T. Ziemba, Leonard C. MacLean
Publication date: 25 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
On the use of optimization models for portfolio selection: A review and some computational results ⋮ Alternative growth versus security in continuous dynamic trading ⋮ Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 ⋮ Capital growth with security ⋮ A note on portfolio optimization with path-dependent utility
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- The proportional bettor's return on investment
- A Characteristic Property of the Circle, Ellipse, and Hyperbola
- Growth Versus Security in Dynamic Investment Analysis
- Betting Systems Which Minimize the Probability of Ruin
This page was built for publication: Growth-security profiles in capital accumulation under risk
