A Half Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds, and Bills, with and without Small Stocks

Robert R. Grauer and Nils H. Hakansson

Chapter 49 in The Kelly Capital Growth Investment Criterion:Theory and Practice, 2011, pp 703-734 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionTheoryCalculationsDataResultsTestsConcluding RemarksReferences

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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