Dynamic optimal capital growth of diversified investment

DOI10.1080/02664763.2014.980783OpenAlexW2090879742MaRDI QIDQ5130178

Tang Yong, Luo Yong, Zhu Bo

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/235702/files/yon_doc.pdf

zbMATH Keywords

portfolio optimizationdiversificationasset allocationcapital growthreinvestment

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Time to wealth goals in capital accumulation
• Optimal strategies for repeated games
• Universal Portfolios
• Optimal Gambling Systems for Favorable Games
• Exposition of a New Theory on the Measurement of Risk

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