The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series
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9789814293495, 9789814293501

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OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0008 ◽

2011 ◽

pp. 91-111 ◽

Cited By ~ 1

Author(s):

NILS H. HAKANSSON

Keyword(s):

Optimal Investment ◽

Utility Functions ◽

Optimal Investment And Consumption ◽

Consumption Strategies

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Fractional Kelly Strategies for Benchmarked Asset Management

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0027 ◽

2011 ◽

pp. 385-407 ◽

Cited By ~ 2

Author(s):

Mark Davis ◽

Sébastien Lleo

Keyword(s):

Asset Management

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Growing Wealth with Fixed-Mix Strategies

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0029 ◽

2011 ◽

pp. 427-455 ◽

Cited By ~ 5

Author(s):

Michael A. H. Dempster ◽

Igor V. Evstigneev ◽

Klaus Reiner Schenk-Hoppé

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Medium Term Simulations of The Full Kelly and Fractional Kelly Investment Strategies

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0038 ◽

2011 ◽

pp. 543-561 ◽

Cited By ~ 2

Author(s):

Leonard C. MacLean ◽

Edward O. Thorp ◽

Yonggan Zhao ◽

William T. Ziemba

Keyword(s):

Investment Strategies ◽

Medium Term

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Investment for the Long Run: New Evidence for an Old Rule

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0035 ◽

2011 ◽

pp. 495-508

Author(s):

Harry M. Markowitz

Keyword(s):

Long Run ◽

New Evidence

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Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0032 ◽

2011 ◽

pp. 473-485 ◽

Cited By ~ 5

Author(s):

William T. Ziemba ◽

Raymond G. Vickson

Keyword(s):

Portfolio Selection ◽

Capital Accumulation ◽

Capital Growth ◽

Growth Criterion ◽

Optimal Capital

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Good and Bad Properties of the Kelly Criterion

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0039 ◽

2011 ◽

pp. 563-572 ◽

Cited By ~ 6

Author(s):

Leonard C. MacLean ◽

Edward O. Thorp ◽

William T. Ziemba

Keyword(s):

Kelly Criterion

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Introduction to the Evidence of the Use of Kelly Type Strategies by the Great Investors and Others

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0045 ◽

2011 ◽

pp. 657-662

Author(s):

Leonard C MacLean ◽

Edward O Thorp ◽

William T Ziemba

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Risk-Constrained Dynamic Active Portfolio Management

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0026 ◽

2011 ◽

pp. 373-384

Author(s):

Sid Browne

Keyword(s):

Portfolio Management ◽

Active Portfolio Management

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Efficiency of the Market for Racetrack Betting

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789814293501_0046 ◽

2011 ◽

pp. 663-680

Author(s):

Donald B. Hausch ◽

William T. Ziemba ◽

Mark Rubinstein

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The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics SeriesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS

Fractional Kelly Strategies for Benchmarked Asset Management

Growing Wealth with Fixed-Mix Strategies

Medium Term Simulations of The Full Kelly and Fractional Kelly Investment Strategies

Investment for the Long Run: New Evidence for an Old Rule

Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion

Good and Bad Properties of the Kelly Criterion

Introduction to the Evidence of the Use of Kelly Type Strategies by the Great Investors and Others

Risk-Constrained Dynamic Active Portfolio Management

Efficiency of the Market for Racetrack Betting

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series
Latest Publications