Similar Search Results

Stochastic dominance in portfolio analysis and asset pricing

Lizyayev, Andrey M. - 2010

Persistent link: https://www.econbiz.de/10008771844

The ability to "outperform the market" : logical foundations based on the theory of rational beliefs

Brock, Horace W. - In: Rivista internazionale di scienze sociali 115 (2007) 3, pp. 365-402

Persistent link: https://www.econbiz.de/10003723853

Economics and the antagonism of time : time, uncertainty, and choice in economic theory

Vickers, Douglas - 1994

Persistent link: https://www.econbiz.de/10000376306

A history of the theory of investments : my annotated bibliography

Rubinstein, Mark - 2006

Persistent link: https://www.econbiz.de/10003053098

Pre-war developments in portfolio theory

Maes, Ivo; Mizen, Paul; Presley, John Ralph - In: From classical economics to the theory of the firm : …, (pp. 65-84). 1999

Persistent link: https://www.econbiz.de/10001553141

Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy

Ziemba, William T. - 2012

The Kelly Capital Growth Investment Strategy (KCGIS) is to maximize the expected utility of nal wealth with a logarithmic utility function. This approach dates to Bernoulli's 1738 suggestion of log as the utility function arguing that marginal utility was proportional to the reciprocal of...

Persistent link: https://www.econbiz.de/10013099442