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Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion

In: THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE

Author

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  • William T. Ziemba
  • Raymond G. Vickson

Abstract

This edited and updated excerpt from the Ziemba and Vickson (1975, 2006) volume discusses various aspects of the history of optimal capital accumulation and the capital growth criterion, and supplements the introduction to Part IV of this volume.

Suggested Citation

  • William T. Ziemba & Raymond G. Vickson, 2011. "Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion," 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 32, pages 473-485, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814293501_0032
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    Cited by:

    1. Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
    2. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series 1816, Economics, The University of Manchester.

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