This paper presents an approach to the problem of optimal dynamic choice in discrete orcontinuous time where there is a direct tradeoff of growth versus se.

This paper presents an approach to the problem of optimal dynamic choice in discrete or continuous time where there is a direct tradeoff of growth versus ...

Utilizing fractional Kelly strategies, we can develop a complete tradeoff of growth versus security. The theory is applicable to favorable investment situations ...

This paper is concerned with methods to combine these two approaches. We derive computational formulas for a variety of growth and security measures.

This paper presents an approach to the problem of optimal dynamic choice in discrete or continuous time where there is a direct tradeoff of growth versus ...

MacLean, Leonard C.; Ziemba, William T. · This paper presents an approach to the problem of optimal dynamic choice in discrete or continuous time where there is ...

Dive into the research topics of 'Growth versus security tradeoffs in dynamic investment analysis'. Together they form a unique fingerprint. Security ...

By Leonard MacLean and William Ziemba; Abstract: This paper presents an approach to the problem of optimal dynamic choice in discrete orcontinuous time ...

24: GROWTH VERSUS SECURITY IN DYNAMIC INVESTMENT ANALYSIS ... Utilizing fractional Kelly strategies, we can develop a complete tradeoff of growth versus security.

This paper presents an approach to the problem of optimal dynamic choice in discrete or continuous time where there is a direct tradeoff of growth versus ...