Maximizing Capital Growth With Black Swan Protection

Edward O. Thorp and Steven Mizusawa

Chapter 40 in Handbook of the Fundamentals of Financial Decision Making:In 2 Parts, 2013, pp 849-872 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionAssumptions and Formulas for MediocristanGeometric Growth, Standard Deviation and Sharpe RatioSimulationsExtremistanGeometric Growth, Standard Deviation and Sharpe RatioCaveats and ConclusionsReference

Keywords: Financial Decision Making; Asset Pricing; Prospect Theory; Utility Theory; Risk Aversion; Static Portfolio Theory; Stochastic Dominance; Dynamic Modeling; Dynamic Portfolio Theory; Tactical Asset Allocation; Kelly Strategy; Capital Growth (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814417358_0040 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814417358_0040 (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:9789814417358_0040

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 ().