Comment — The Capital Growth Model: An Empirical Investigation

Nestor Gonzalez

Journal of Financial and Quantitative Analysis, 1973, vol. 8, issue 2, 293-297

Abstract: Since this comment should be primarily addressed to Professors Bicksler's and Thorp's own research and results, I will not consider those pages that contain the authors' interpretation of prior studies.Professors Bicksler and Thorp study the short-run properties of the optimal growth model via Monte Carlo simulation. This is an interesting idea because of the mathematical difficulty of the problem.

Date: 1973
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