Time to wealth goals in capital accumulation
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Publication:3375375
DOI10.1080/14697680500149552zbMath1134.91447OpenAlexW2017187882MaRDI QIDQ3375375
Yuming Li, Leonard C. MacLean, William T. Ziemba
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/8887
Related Items (8)
Wealth and price distribution by diffusive approximation in a repeated prediction market ⋮ Von Neumann–Gale model, market frictions and capital growth ⋮ Using the Kelly Criterion for Investing ⋮ Dynamic optimal capital growth of diversified investment ⋮ Far from the madding crowd: collective wisdom in prediction markets ⋮ Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion ⋮ Scoring Probability Forecasts by a User’s Bets Against a Market Consensus ⋮ Mean-variance and expected utility: the Borch paradox
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