Investment for the Long Run: New Evidence for an Old Rule

Harry Markowitz

Chapter 35 in The Kelly Capital Growth Investment Criterion:Theory and Practice, 2011, pp 495-508 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:BACKGROUNDTHE SEQUENCE OF GAMESALTERNATE SEQUENCE-OF-GAMES FORMALIZATIONSUNENDING GAMESCONCLUSIONSAPPENDIXREFERENCES

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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Journal Article: Investment for the Long Run: New Evidence for an Old Rule (1976)
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