Capital growth with security
type: Item
instance of: scholarly article
title: Capital growth with security
zbMATH Open document ID: 1179.91235
DOI: 10.1016/S0165-1889(03)00056-3
author: Rafael Sanegre
author: Yonggan Zhao
author: William T. Ziemba
author: Leonard C. MacLean
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5356931
zbMATH Keywords: capital growth
zbMATH Keywords: drawdown constraint
zbMATH Keywords: growth and security
zbMATH Keywords: Kelly strategy
zbMATH Keywords: scenario generation
zbMATH Keywords: value at risk
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5356931