Pages that link to "Item:Q1101323"

The following pages link to Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment (Q1101323):

Displaying 50 items.

• Performance of investment strategies in the absence of correct beliefs (Q354664) (← links)
• Robust maximization of asymptotic growth (Q453248) (← links)
• Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets (Q532532) (← links)
• Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
• The value of information for populations in varying environments (Q540576) (← links)
• Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
• Market selection and survival of investment strategies (Q556404) (← links)
• Portfolio management without probabilities or statistics (Q666453) (← links)
• A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
• A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
• Globally evolutionarily stable portfolio rules (Q928881) (← links)
• Capital growth with security (Q951507) (← links)
• Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
• Growth-security profiles in capital accumulation under risk (Q1176863) (← links)
• Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
• Complementary variety: when can cooperation in uncertain environments outperform competitive selection? (Q1674814) (← links)
• Weighted entropy and optimal portfolios for risk-averse Kelly investments (Q1692288) (← links)
• Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
• High-risk and competitive investment models (Q1854797) (← links)
• On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649) (← links)
• Evolutionary finance and dynamic games (Q1938965) (← links)
• Relative growth optimal strategies in an asset market game (Q2022934) (← links)
• An evolutionary finance model with a risk-free asset (Q2022939) (← links)
• Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
• A continuous-time asset market game with short-lived assets (Q2153526) (← links)
• Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets (Q2175461) (← links)
• Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
• Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
• Behavioral equilibrium and evolutionary dynamics in asset markets (Q2222217) (← links)
• Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
• A kernel-based trend pattern tracking system for portfolio optimization (Q2287718) (← links)
• Pure and randomized equilibria in the stochastic von Neumann-Gale model (Q2384446) (← links)
• Procedural rationality, asset heterogeneity and market selection (Q2425148) (← links)
• The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
• Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
• The evolution of portfolio rules and the capital asset pricing model (Q2505519) (← links)
• On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint (Q2786346) (← links)
• Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412) (← links)
• FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES (Q3022063) (← links)
• Time to wealth goals in capital accumulation (Q3375375) (← links)
• NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
• MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
• A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL (Q3498244) (← links)
• Financial markets. The joy of volatility (Q3518383) (← links)
• Growth Optimal Investment with Transaction Costs (Q3529914) (← links)