IDEAS home Printed from https://ideas.repec.org/a/bla/jfnres/v7y1984i2p161-174.html
   My bibliography  Save this article

The Writings Of Henry A. Latané: A Compilation And Analysis

Author

Listed:
  • Robert H. Trent
  • Robert S. Kemp

Abstract

No abstract is available for this item.

Suggested Citation

  • Robert H. Trent & Robert S. Kemp, 1984. "The Writings Of Henry A. Latané: A Compilation And Analysis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(2), pages 161-174, June.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:2:p:161-174
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00365.x
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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..
    4. Ophir, Tsvi, 1978. "The geometric-mean principle revisited," Journal of Banking & Finance, Elsevier, vol. 2(1), pages 103-107, June.
    5. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    1. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
    2. 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.
    3. Constantinos Kardaras, 2009. "Num\'{e}raire-invariant preferences in financial modeling," Papers 0903.3736, arXiv.org, revised Nov 2010.
    4. Joseph B. Kadane, 2011. "Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics," Decision Analysis, INFORMS, vol. 8(1), pages 4-9, March.
    5. 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.
    6. Yong, Luo & Bo, Zhu & Yong, Tang, 2013. "Dynamic optimal capital growth with risk constraints," Economic Modelling, Elsevier, vol. 30(C), pages 586-594.
    7. 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.
    8. Robert C. Merton, 2006. "Paul Samuelson and Financial Economics," The American Economist, Sage Publications, vol. 50(2), pages 9-31, October.
    9. Markowitz, Harry, 2014. "Mean–variance approximations to expected utility," European Journal of Operational Research, Elsevier, vol. 234(2), pages 346-355.
    10. Gregor Dorfleitner & Mai Nguyen, 2017. "A new approach for optimizing responsible investments dependently on the initial wealth," Journal of Asset Management, Palgrave Macmillan, vol. 18(2), pages 81-98, March.
    11. Diamond, Harvey & Gelles, Gregory, 1999. "Gaussian approximation of expected utility," Economics Letters, Elsevier, vol. 64(3), pages 301-307, September.
    12. Marcus J. Chambers & Roy E. Bailey, 1999. "A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(3), pages 564-588, September.
    13. 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.
    14. Alex Garivaltis, 2019. "A Note on Universal Bilinear Portfolios," Papers 1907.09704, arXiv.org, revised Oct 2022.
    15. Alex Garivaltis, 2021. "A Note on Universal Bilinear Portfolios," IJFS, MDPI, vol. 9(1), pages 1-17, February.
    16. Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
    17. Andrei N. Soklakov, 2015. "Why Quantitative Structuring?," Papers 1507.07219, arXiv.org, revised Sep 2020.
    18. Dean P. Foster & Sergiu Hart, 2009. "An Operational Measure of Riskiness," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 785-814.
    19. Antonio Díaz & Carlos Esparcia, 2021. "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, CEPII research center, issue 166, pages 1-22.
    20. Traian A. Pirvu & Gordan Zitkovic, 2007. "Maximizing the Growth Rate under Risk Constraints," Papers 0706.0480, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.