From Rags to Riches: On Constant Proportions Investment Strategies
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- Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2002. "From Rags To Riches: On Constant Proportions Investment Strategies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(06), pages 563-573.
References listed on IDEAS
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- Blume, Lawrence & Easley, David, 1992. "Evolution and market behavior," Journal of Economic Theory, Elsevier, vol. 58(1), pages 9-40, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
Keywordsfinancial markets; constant-proportions investment strategies; balanced growth portfolios; self-financing strategies;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-10-16 (All new papers)
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