Showing 1 - 10 of 19,615
Persistent link: https://www.econbiz.de/10001572009
Persistent link: https://www.econbiz.de/10001415835
Persistent link: https://www.econbiz.de/10001745979
Persistent link: https://www.econbiz.de/10001751967
Persistent link: https://www.econbiz.de/10009383679
Persistent link: https://www.econbiz.de/10001428315
Persistent link: https://www.econbiz.de/10001135899
The Kelly Capital Growth Investment Strategy (KCGIS) is to maximize the expected utility of nal wealth with a logarithmic utility function. This approach dates to Bernoulli's 1738 suggestion of log as the utility function arguing that marginal utility was proportional to the reciprocal of...
Persistent link: https://www.econbiz.de/10013099442
Persistent link: https://www.econbiz.de/10011867966