Title of article
Alternative growth versus security in continuous dynamic trading
Author/Authors
T. Dohi، نويسنده , , H. Tanaka، نويسنده , , N. Kaio، نويسنده , , S. Osaki، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
14
From page
265
To page
278
Keywords
Growth and security , Threshold stopping rule , Dynamic trading strategy , Geometric Brownian motion , Kelly strategy , Bold strategy
Journal title
European Journal of Operational Research
Serial Year
1995
Journal title
European Journal of Operational Research
Record number
211316
Link To Document