Survival and Evolutionary Stability of the Kelly Rule
Year of publication: |
2009-08-18
|
---|---|
Authors: | Evstigneev, Igor’ V. ; Hens, Thorsten ; Schenk-Hoppé, Klaus R. |
Institutions: | Finrisk |
Subject: | Finanzierung | finance | Stabilität |
- 1 Introduction
- 2 Model
- 3 Dynamics and stability
- 3.1 Dynamics and the role of basic strategies
- 3.2 Survival and extinction of portfolio rules
- 4 Results
- 4.1 Survival of the Kelly rule
- 4.2 Evolutionary stability of the Kelly rule
- 5 Conclusion
- References
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Der Zusammenhang zwischen Investitionsentscheidung, Finanzierung und steuerlichem Totalerfolg
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