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
- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk‐Hoppé, 2002.
"Market Selection Of Financial Trading Strategies: Global Stability,"
Mathematical Finance, Wiley Blackwell, vol. 12(4), pages 329-339, October.
- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.
- Blume, Lawrence & Easley, David, 1992. "Evolution and market behavior," Journal of Economic Theory, Elsevier, vol. 58(1), pages 9-40, October.
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International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 263-297, February.
- Aleksander Berentsen & Guillaume Rocheteau, "undated". "Money and the Gains from Trade," IEW - Working Papers 100, Institute for Empirical Research in Economics - University of Zurich.
- Rama Cont & Lakshithe Wagalath, 2014. "Institutional Investors and the Dependence Structure of Asset Returns," Working Papers 2014-ACF-01, IESEG School of Management.
- Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
- Rama Cont & Lakshithe Wagalath, 2016. "Institutional Investors And The Dependence Structure Of Asset Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-37, March.
- Reto Foellmi & Urs Meister, 2005.
"Product-Market Competition in the Water Industry: Voluntary Non-discriminatory Pricing,"
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- Reto F�llmi & Urs Meister, "undated". "Product-Market Competition in the Water Industry: Voluntarily Nondiscriminatory Pricing," IEW - Working Papers 115, Institute for Empirical Research in Economics - University of Zurich.
- Reto Foellmi & Urs Meister, 2004. "Product-Market Competition in the Water Industry: Voluntary Nondiscriminatory Pricing," Working Papers 0032, University of Zurich, Institute for Strategy and Business Economics (ISU).
- Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007.
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- Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "Volatility-Induced Financial Growth," Economics Discussion Paper Series 0626, Economics, The University of Manchester.
- Aleksander Berentsen & Guillaume Rocheteau, 2004.
"Money and Information,"
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- Aleksander Berentsen & Guillaume Rocheteau, "undated". "Money and Information," IEW - Working Papers 099, Institute for Empirical Research in Economics - University of Zurich.
- Fabio Stella & Alfonso Ventura, 2011.
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- Stella, Fabio & Ventura, Alfonso, 2010. "Defensive online portfolio selection," MPRA Paper 33279, University Library of Munich, Germany.
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- Igor Evstigneev & Dhruv Kapoor, 2006. "Arbitrage in stationary markets," Economics Discussion Paper Series 0619, Economics, The University of Manchester.
- Igor Evstigneev & Dhruv Kapoor, 2007. "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute.
- Sjur Flåm, 2010.
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- S D Flåm, 2005. "Portfolio Management without Probabilities or Statistics," Economics Discussion Paper Series 0508, Economics, The University of Manchester.
- Berentsen, Aleksander & Rocheteau, Guillaume, 2002.
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- Aleksander Berentsen & Guillaume Rocheteau, "undated". "On the Efficiency of Monetary Exchange:How Divisibility of Money Matters," IEW - Working Papers 101, Institute for Empirical Research in Economics - University of Zurich.
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More about this item
Keywords
financial markets; constant-proportions investment strategies; balanced growth portfolios; self-financing strategies;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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