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How does the fortune’s formula kelly capital growth model perform?
MacLean, Leonard C.; Thorp, Edward O.; Zhao, Yonggan; … - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 96-111
Persistent link: https://www.econbiz.de/10009273878
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Is the 60 - 40 stock-bond pension fund rule wise?
Ziemba, William T. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 63-72
Persistent link: https://www.econbiz.de/10009708219
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A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing
Ziemba, William T. - In: The journal of portfolio management : a publication of … 42 (2015) 1, pp. 153-167
Persistent link: https://www.econbiz.de/10011409041
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Do seasonal anomalies still work?
Dzhabarov, Constantine; Ziemba, William T. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 93-104
Persistent link: https://www.econbiz.de/10003980048
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Great investors : their methods, results, and evaluation
Gergaud, Olivier; Ziemba, William T. - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 128-147
Persistent link: https://www.econbiz.de/10009670248
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When to sell Apple and the NASDAQ? : trading bubbles with a stochastic disorder model
Širjaev, Alʹbert N.; Zhitlukhin, M. V.; Ziemba, William T. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 54-63
Persistent link: https://www.econbiz.de/10010365108
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Predicting stock market crashes in China
Lleo, Sébastien; Ziemba, William T. - In: The journal of portfolio management : a publication of … 44 (2018) 5, pp. 125-135
Persistent link: https://www.econbiz.de/10011879573
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HOW DOES THE Fortune's Formula KELLY CAPITAL GROWTH MODEL PERFORM?
MacLean, Leonard C; Thorp, Edward O; Zhao, Yonggan; … - In: The journal of portfolio management : a publication of … 37 (2011) 4, pp. 96-112
Persistent link: https://www.econbiz.de/10009257196
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Options and Expectations
Leland, Hayne E. - In: The journal of portfolio management : a publication of … (1996), pp. 43-51
Persistent link: https://www.econbiz.de/10007318929
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Investment Results from Exploiting Turn-of-the-Month Effects
Hensel, Chris R.; Ziemba, William T. - In: The journal of portfolio management : a publication of … 22 (1996) 3, pp. 17-23
Persistent link: https://www.econbiz.de/10007314096