Title of article
Capital growth with security
Author/Authors
Leonard C. MacLean، نويسنده , , Rafael Sanegre، نويسنده , , Yonggan Zhao، نويسنده , , William T. Ziemba، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
18
From page
937
To page
954
Keywords
Scenario generation , Valueat risk , Drawdown constraint , Capital growth , Growth and security , Kelly strategy
Journal title
Journal of Economic Dynamics and Control
Serial Year
2004
Journal title
Journal of Economic Dynamics and Control
Record number
238646
Link To Document