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Get rich slowly, almost surely

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Publication:5277941

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DOI10.1017/S0025557200004460zbMath1386.91120MaRDI QIDQ5277941

David Benko

Publication date: 12 July 2017

Published in: The Mathematical Gazette (Search for Journal in Brave)

zbMATH Keywords

Kelly criterion geometric Brownian motion stock prices constant-mix strategy leveraged funds long time return pace of investment growth

Mathematics Subject Classification ID

Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Cites Work

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