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How Does the Fortune’s Formula Kelly CapitalGrowth Model Perform?
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How Does the Fortune’s Formula Kelly CapitalGrowth Model Perform? (2011)How Does the Fortune’s Formula Kelly Capi…The Kelly Capital Growth Investment Criterion (2011)The Kelly Capital Growth Inve…Stocks for the Long Run (1994)Stocks for the Long RunA Review of Financial Studies (1) (1994)A Review of Financial Studies…The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)The Effect of Errors in Means…Continuous-Time Finance. (1991)Continuous-Time Finance.Continuous-Time Finance. (1991)Continuous-Time Finance.THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS (1976)THE STRONG CASE FOR THE GENER…OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966. (1975)OPTIMAL INVESTMENT AND CONSUM…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods (1974)Fallacy of the log-normal app…The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling (1971)The “Fallacy” of Maximizing t…Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions (1970)Optimal Investment and Consum…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Criteria for Choice Among Risky Ventures (1959)Criteria for Choice Among Ris…Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…A Response to Professor Paul A. Samuelson’s Objections to Kelly Capital Growth Investing (2015)A Response to Professor Paul …Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)A Theory of the Term Structure of Interest Rates (1985)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Rules for Ordering Uncertain Prospects (1969)On the measurement of inequality (1970)Optimal rules for ordering uncertain prospects (1975)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Dynamic Asset Pricing Theory. (1993)Backward Stochastic Differential Equations in Finance (1997)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)THE DEMAND FOR RISKY ASSETS (1977)Effectuation, Causation, and Bricolage: A Behavioral Comparison of Emerging Theories in Entrepreneurship Research (2012)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Robust Portfolio Selection Problems (2003)Optimal Portfolio Choice with Parameter Uncertainty (2007)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Risk Aversion and Incentive Effects (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Intertemporal Asset Pricing Without Consumption Data (1992)Stock Market Crashes, Precursors and Replicas (1996)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Customer Satisfaction and Shareholder Value (2004)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)
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References

  • 1954Exposition of a New Theory on the Measurement of Risk2,787 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1991Continuous-Time Finance.1,805 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 1994A Review of Financial Studies (1)885 cited
  • 1991Continuous-Time Finance.705 cited
  • 1994Stocks for the Long Run576 cited
  • 1959Criteria for Choice Among Risky Ventures401 cited
  • 1970Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions347 cited
  • 1975OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.347 cited
  • 1976THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS295 cited
  • 1974Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods266 cited
  • 1971The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

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224 cited
  • 2011The Kelly Capital Growth Investment Criterion202 cited
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    • 2015A Response to Professor Paul A. Samuelson’s Objections to Kelly Capital Growth Investing24 cited