ChapterChapter 3 Capital growth theoryNils H. Hakansson1995Chapter 3 Capital growth theoryNils H. Hakansson, William T. Ziemba1995-01-01chapterHandbooks in operations research and management science69 citationsclosedNo readable copy stored yet — this record is metadata only.Risk and Portfolio OptimizationFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 69 citations exist upstream.References1973An Intertemporal Capital Asset Pricing Model1971Optimum consumption and portfolio rules in a continuous-time model1959Portfolio Selection: Efficient Diversification of Investments1980On estimating the expected return on the market1954Exposition of a New Theory on the Measurement of Risk1989Handbooks in operations research and management science2010Stochastic Programming1986Bayes-Stein Estimation for Portfolio AnalysisCited by2014The real-life performance of market timing with moving average and time-series momentum rules2001From Rags to Riches: On Constant Proportions Investment Strategies