Alternative growth versus security in continuous dynamic trading
type: Item
instance of: scholarly article
title: Alternative growth versus security in continuous dynamic trading
zbMATH Open document ID: 0953.90533
DOI: 10.1016/0377-2217(93)E0320-W
author: N. Kaio
author: Tadashi Dohi
author: Hiroaki Tanaka
author: Sunji Osaki
published in: European Journal of Operational Research
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 90B50
zbMATH DE Number: 1189567
zbMATH Keywords: growth and security
zbMATH Keywords: dynamic trading strategy
zbMATH Keywords: threshold stopping rule
zbMATH Keywords: geometric motion
zbMATH Keywords: Brownian motion
zbMATH Keywords: Kelly strategy
zbMATH Keywords: bold strategy
MaRDI profile type: Publication
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full work available at URL: 0377-2217(93)e0320-w
OpenAlex ID: W2031291758
description: scientific article; zbMATH DE number 1189567