مرکز منطقه ای اطلاع رساني علوم و فناوري - Alternative growth versus security in continuous dynamic trading

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 :

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 :