EVIDENCE ON THE “GROWTH-OPTIMUM” MODEL

Richard Roll

Chapter 10 in The Kelly Capital Growth Investment Criterion:Theory and Practice, 2011, pp 125-140 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:INTRODUCTIONA TEST STATISTIC FOR THE GROWTH-OPTIMUM MODELA SIMPLE TEST OF THE GROWTH-OPTIMUM MODEL'S BASIC VALIDITYRELATIONS BETWEEN THE GROWTH-OPTIMUM AND THE SHARPE-LINTNER MODELSSUMMARY AND CONCLUSIONSREFERENCES

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
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