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Optimal Strategies for Prudent Investors

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Publication:2703109
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DOI10.1142/S0219024998000254zbMath0961.91020arXivcond-mat/9804297MaRDI QIDQ2703109

Roberto Baviera, Michele Pasquini, Maurizio Serva, Angelo Vulpiani

Publication date: 28 February 2001

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9804297


zbMATH Keywords

growth ratesutility maximizationLyapunov exponentinvestment


Mathematics Subject Classification ID

Utility theory (91B16)


Related Items

Value management ⋮ Portfolio selection subject to growth objectives ⋮ CONDENSATION IN AN ECONOMIC MODEL WITH BRAND COMPETITION ⋮ Growth and utility maximization.



Cites Work

  • Investment policies for expanding businesses optimal in a long‐run sense
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