ON OPTIMAL MYOPIC PORTFOLIO POLICIES, WITH AND WITHOUT SERIAL CORRELATION OF YIELDS

Nils H. Hakansson

Chapter 9 in The Kelly Capital Growth Investment Criterion:Theory and Practice, 2011, pp 113-123 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:INTRODUCTIONPRELIMINARIESAN EXAMPLEBORROWING AND SOLVENCYTHE GENERAL CASESERIALLY CORRELATED YIELDSOPTIMAL MYOPIC POLICIESCONCLUDING REMARKS

Keywords: Kelly Criterion; Dynamic Investment Analysis; Capital Growth Theory; Sports Betting; Hedge Fund Strategies; Speculative Investing; Fortune 's Formula (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814293501_0009 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814293501_0009 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814293501_0009

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().