Growth versus security tradeoffs in dynamic investment analysis
type: Item
instance of: scholarly article
title: Growth versus security tradeoffs in dynamic investment analysis
zbMATH Open document ID: 0920.90007
DOI: 10.1023/A:1018969727211
author: Leonard C. MacLean
author: William T. Ziemba
published in: Annals of Operations Research
publication date: 1999-05-27T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91A60
zbMATH DE Number: 1292473
zbMATH Keywords: optimal dynamic choice
zbMATH Keywords: fractional Kelly strategies
MaRDI profile type: Publication
full work available at URL: a:1018969727211
OpenAlex ID: W88739019
description: scientific article; zbMATH DE number 1292473