The Writings Of Henry A. Latané: A Compilation And Analysis
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- John Burr Williams, 1936. "Speculation and the Carryover," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 50(3), pages 436-455.
- Ophir, Tsvi, 1979. "The geometric mean priciple revisited : A reply to a `reply'," Journal of Banking & Finance, Elsevier, vol. 3(4), pages 301-303, December.
- Paul A. Samuelson, 2011.
"Why We Should Not Make Mean Log of Wealth Big Though Years to Act Are Long,"
World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 34, pages 491-493,
World Scientific Publishing Co. Pte. Ltd..
- Samuelson, Paul A., 1979. "Why we should not make mean log of wealth big though years to act are long," Journal of Banking & Finance, Elsevier, vol. 3(4), pages 305-307, December.
- Ophir, Tsvi, 1978. "The geometric-mean principle revisited," Journal of Banking & Finance, Elsevier, vol. 2(1), pages 103-107, June.
- Young, William E. & Trent, Robert H., 1969. "Geometric Mean Approximations of Individual Security and Portfolio Performance*," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 4(2), pages 179-199, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
- Constantinos Kardaras & Jan Obłój & Eckhard Platen, 2017.
"The Numéraire Property And Long-Term Growth Optimality For Drawdown-Constrained Investments,"
Mathematical Finance, Wiley Blackwell, vol. 27(1), pages 68-95, January.
- Constantinos Kardaras & Jan Obloj & Eckhard Platen, 2012. "The numeraire property and long-term growth optimality for drawdown-constrained investments," Papers 1206.2305, arXiv.org, revised Nov 2012.
- Kardaras, Constantinos & Obłój, Jan & Platen, Eckhard, 2017. "The numéraire property and long-term growth optimality for drawdown-constrained investments," LSE Research Online Documents on Economics 60132, London School of Economics and Political Science, LSE Library.
- Constantinos Kardaras, 2009. "Num\'{e}raire-invariant preferences in financial modeling," Papers 0903.3736, arXiv.org, revised Nov 2010.
- Kardaras, Constantinos, 2010. "Numéraire-invariant preferences in financial modeling," LSE Research Online Documents on Economics 44993, London School of Economics and Political Science, LSE Library.
- Yong, Luo & Bo, Zhu & Yong, Tang, 2013. "Dynamic optimal capital growth with risk constraints," Economic Modelling, Elsevier, vol. 30(C), pages 586-594.
- Joseph B. Kadane, 2011. "Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics," Decision Analysis, INFORMS, vol. 8(1), pages 4-9, March.
- John Y. Campbell, 2016.
"Restoring Rational Choice: The Challenge of Consumer Financial Regulation,"
American Economic Review, American Economic Association, vol. 106(5), pages 1-30, May.
- Campbell, John Y., 2016. "Restoring Rational Choice: The Challenge of Consumer Financial Regulation," Scholarly Articles 27413770, Harvard University Department of Economics.
- Campbell, John Y., 2016. "Restoring rational choice: The challenge of consumer financial regulation," Working Paper Series 1897, European Central Bank.
- John Y. Campbell, 2016. "Restoring Rational Choice: The Challenge of Consumer Financial Regulation," NBER Working Papers 22025, National Bureau of Economic Research, Inc.
- Robert C. Merton, 2006. "Paul Samuelson and Financial Economics," The American Economist, Sage Publications, vol. 50(2), pages 9-31, October.
- Markowitz, Harry, 2014. "Mean–variance approximations to expected utility," European Journal of Operational Research, Elsevier, vol. 234(2), pages 346-355.
- Marcus Berliant & Axel H. Watanabe, 2018.
"A scale‐free transportation network explains the city‐size distribution,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1419-1451, November.
- Berliant, Marcus & Watanabe, Hiroki, 2011. "A scale-free transportation network explains the city-size distribution," MPRA Paper 34820, University Library of Munich, Germany.
- Marcus Berliant & Hiroki Watanabe, 2012. "A Scale-Free Transportation Network Explains the City-Size Distribution," ERSA conference papers ersa12p601, European Regional Science Association.
- Berliant, Marcus & Watanabe, Hiroki, 2014. "A scale-free transportation network explains the city-size distribution," MPRA Paper 59448, University Library of Munich, Germany.
- Berliant, Marcus & Watanabe, Hiroki, 2016. "A Scale-Free Transportation Network Explains the City-Size Distribution," MPRA Paper 72790, University Library of Munich, Germany.
- Berliant, Marcus & Watanabe, Hiroki, 2015. "A scale-free transportation network explains the city-size distribution," MPRA Paper 66802, University Library of Munich, Germany.
- Andrei N. Soklakov, 2015. "Why Quantitative Structuring?," Papers 1507.07219, arXiv.org, revised Sep 2020.
- Traian A. Pirvu & Gordan Zitkovic, 2007. "Maximizing the Growth Rate under Risk Constraints," Papers 0706.0480, arXiv.org.
- Sophie Mitra & Jean‐Marc Boussard, 2012.
"A simple model of endogenous agricultural commodity price fluctuations with storage,"
Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 1-15, January.
- Sophie Mitra & Jean-Marc Boussard, 2011. "A Simple Model of Endogenous Agricultural Commodity Price Fluctuations with Storage," Fordham Economics Discussion Paper Series dp2011-05, Fordham University, Department of Economics.
- Deren Unalmis & Ibrahim Unalmis & Ms. Filiz D Unsal, 2012.
"On the Sources and Consequences of Oil Price Shocks: The Role of Storage,"
IMF Working Papers
2012/270, International Monetary Fund.
- Deren Unalmis & Ibrahim Unalmis & Derya Filiz Unsal, 2012. "On the Sources and Consequences of Oil Price Shocks : The Role of Storage," Working Papers 1230, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Zeckhauser Richard, 2006.
"Investing in the Unknown and Unknowable,"
Capitalism and Society, De Gruyter, vol. 1(2), pages 1-41, September.
- Zeckhauser, Richard, 2007. "Investing in the Unknown and Unknowable," Working Paper Series rwp07-005, Harvard University, John F. Kennedy School of Government.
- Hubáček, Ondřej & Šír, Gustav, 2023. "Beating the market with a bad predictive model," International Journal of Forecasting, Elsevier, vol. 39(2), pages 691-719.
- Joshua Lawson, 2022. "Expected Growth Criterion: An Axiomatization," Papers 2212.09617, arXiv.org.
- Andrew B. Abel & N. Gregory Mankiw & Lawrence H. Summers & Richard J. Zeckhauser, 1989.
"Assessing Dynamic Efficiency: Theory and Evidence,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 56(1), pages 1-19.
- Andrew Abel & Gregory N. Mankiw & Lawrence H. Summers & Richard Zeckhauser, "undated". "Assessing Dynamic Efficiency: Theory and Evidence," Rodney L. White Center for Financial Research Working Papers 14-88, Wharton School Rodney L. White Center for Financial Research.
- Andrew B. Abel & N. Gregory Mankiw & Lawrence H. Summers & Richard J. Zeckhauser, 1986. "Assessing Dynamic Efficiency: Theory and Evidence," NBER Working Papers 2097, National Bureau of Economic Research, Inc.
- Pieroni, Luca & Ricciarelli, Matteo, 2008.
"Modelling dynamic storage function in commodity markets: Theory and evidence,"
Economic Modelling, Elsevier, vol. 25(5), pages 1080-1092, September.
- Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia.
- Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2017.
"Commodity Storage and the Market Effects of Biofuel Policies,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(4), pages 1027-1055.
- Carter, Colin A & Rausser, Gordon C & Smith, Aaron, 2017. "Commodity Storage and the Market Effects of Biofuel Policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61t114zb, Department of Agricultural & Resource Economics, UC Berkeley.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfnres:v:7:y:1984:i:2:p:161-174. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/sfaaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.