Primer on Dynamic Portfolio Theory

On negative‐power/log‐type utility functions and their associated capital growth.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Wilmott (London, England) England), 2016-03, Vol.2016 (82), p.20-26
Hauptverfasser: MacLean, Leonard C., Ziemba, William T.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page 26
container_issue 82
container_start_page 20
container_title Wilmott (London, England)
container_volume 2016
creator MacLean, Leonard C.
Ziemba, William T.
description On negative‐power/log‐type utility functions and their associated capital growth.
doi_str_mv 10.1002/wilm.10483
format Article
fullrecord <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_1774943295</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>3993339291</sourcerecordid><originalsourceid>FETCH-LOGICAL-c1433-28ca65cdc99ff49aeb730961003d3c0485c99d776e29680d0f9f3ecc6533919c3</originalsourceid><addsrcrecordid>eNp9kE1PAjEQhhujiYhe_AUbvZmstp1-bI-GVcSgcsBwbNZuGxeBYgvR_fcWVz16msnM887Hi9ApwZcEY3r10SyWKWMF7KEe4YzkBS3E_neOc6EEPURHMc4xFqwQtIfOJqFZ2pD5VVa2q2rZmGziw8b5ReOz6av1oT1GB65aRHvyE_vo-fZmOrjLx0_D0eB6nBvCAHJamEpwUxulnGOqsi8SsBLpLKjBpJN46tRSCkuVKHCNnXJgjREcQBFloI_Ou7nr4N-3Nm703G_DKq3UREqmGFDFE3XRUSb4GIN1ep0-qEKrCdY7D_TOA_3tQYJJB6eabf8h9Ww0fvjV5J2miRv7-aepwpsWEiTXs8ehLnl5PyBTqkv4AtXPa2c</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1774943295</pqid></control><display><type>article</type><title>Primer on Dynamic Portfolio Theory</title><source>Alma/SFX Local Collection</source><creator>MacLean, Leonard C. ; Ziemba, William T.</creator><creatorcontrib>MacLean, Leonard C. ; Ziemba, William T.</creatorcontrib><description>On negative‐power/log‐type utility functions and their associated capital growth.</description><identifier>ISSN: 1540-6962</identifier><identifier>EISSN: 1541-8286</identifier><identifier>DOI: 10.1002/wilm.10483</identifier><language>eng</language><publisher>Chichester, UK: John Wiley &amp; Sons, Ltd</publisher><subject>Decision making models ; Financial planning</subject><ispartof>Wilmott (London, England), 2016-03, Vol.2016 (82), p.20-26</ispartof><rights>Copyright © 2016 Wilmott Magazine Ltd.</rights><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27924,27925</link.rule.ids></links><search><creatorcontrib>MacLean, Leonard C.</creatorcontrib><creatorcontrib>Ziemba, William T.</creatorcontrib><title>Primer on Dynamic Portfolio Theory</title><title>Wilmott (London, England)</title><addtitle>Wilmott</addtitle><description>On negative‐power/log‐type utility functions and their associated capital growth.</description><subject>Decision making models</subject><subject>Financial planning</subject><issn>1540-6962</issn><issn>1541-8286</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2016</creationdate><recordtype>article</recordtype><recordid>eNp9kE1PAjEQhhujiYhe_AUbvZmstp1-bI-GVcSgcsBwbNZuGxeBYgvR_fcWVz16msnM887Hi9ApwZcEY3r10SyWKWMF7KEe4YzkBS3E_neOc6EEPURHMc4xFqwQtIfOJqFZ2pD5VVa2q2rZmGziw8b5ReOz6av1oT1GB65aRHvyE_vo-fZmOrjLx0_D0eB6nBvCAHJamEpwUxulnGOqsi8SsBLpLKjBpJN46tRSCkuVKHCNnXJgjREcQBFloI_Ou7nr4N-3Nm703G_DKq3UREqmGFDFE3XRUSb4GIN1ep0-qEKrCdY7D_TOA_3tQYJJB6eabf8h9Ww0fvjV5J2miRv7-aepwpsWEiTXs8ehLnl5PyBTqkv4AtXPa2c</recordid><startdate>201603</startdate><enddate>201603</enddate><creator>MacLean, Leonard C.</creator><creator>Ziemba, William T.</creator><general>John Wiley &amp; Sons, Ltd</general><general>Wilmot Magazine Ltd</general><scope>BSCLL</scope><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>201603</creationdate><title>Primer on Dynamic Portfolio Theory</title><author>MacLean, Leonard C. ; Ziemba, William T.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c1433-28ca65cdc99ff49aeb730961003d3c0485c99d776e29680d0f9f3ecc6533919c3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2016</creationdate><topic>Decision making models</topic><topic>Financial planning</topic><toplevel>online_resources</toplevel><creatorcontrib>MacLean, Leonard C.</creatorcontrib><creatorcontrib>Ziemba, William T.</creatorcontrib><collection>Istex</collection><collection>CrossRef</collection><jtitle>Wilmott (London, England)</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>MacLean, Leonard C.</au><au>Ziemba, William T.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Primer on Dynamic Portfolio Theory</atitle><jtitle>Wilmott (London, England)</jtitle><addtitle>Wilmott</addtitle><date>2016-03</date><risdate>2016</risdate><volume>2016</volume><issue>82</issue><spage>20</spage><epage>26</epage><pages>20-26</pages><issn>1540-6962</issn><eissn>1541-8286</eissn><abstract>On negative‐power/log‐type utility functions and their associated capital growth.</abstract><cop>Chichester, UK</cop><pub>John Wiley &amp; Sons, Ltd</pub><doi>10.1002/wilm.10483</doi><tpages>7</tpages></addata></record>
fulltext fulltext
identifier ISSN: 1540-6962
ispartof Wilmott (London, England), 2016-03, Vol.2016 (82), p.20-26
issn 1540-6962
1541-8286
language eng
recordid cdi_proquest_journals_1774943295
source Alma/SFX Local Collection
subjects Decision making models
Financial planning
title Primer on Dynamic Portfolio Theory
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-04T15%3A49%3A01IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Primer%20on%20Dynamic%20Portfolio%20Theory&rft.jtitle=Wilmott%20(London,%20England)&rft.au=MacLean,%20Leonard%20C.&rft.date=2016-03&rft.volume=2016&rft.issue=82&rft.spage=20&rft.epage=26&rft.pages=20-26&rft.issn=1540-6962&rft.eissn=1541-8286&rft_id=info:doi/10.1002/wilm.10483&rft_dat=%3Cproquest_cross%3E3993339291%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1774943295&rft_id=info:pmid/&rfr_iscdi=true