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Expectation and Optimal Allocations in Existential Contests of Finite, Generalized Hyperbolic-Distributed Outcomes
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A Mathematical Theory of Communication
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A New Interpretation of Information Rate
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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
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A negative report on the ‘near optimality’ of the max-expected-log policy as applied to bounded utilities for long lived programs
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Why we should not make mean log of wealth big though years to act are long
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Portfolio optimization under multivariate affine generalized hyperbolic distributions
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Stock returns and hyperbolic distributions
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The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
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Convolution-invariant subclasses of generalized hyperbolic distributions
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New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model
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Criteria for Choice Among Risky Ventures
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The Variation of Certain Speculative Prices
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Exponentially decreasing distributions for the logarithm of particle size
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On the role of dynamic programming in statistical communication theory
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CRITERIA FOR PORTFOLIO BUILDING
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EXPECTATION AND OPTIMAL f: EXPECTED GROWTH WITH AND WITHOUT REINVESTMENT FOR DISCRETELY-DISTRIBUTED OUTCOMES OF FINITE LENGTH AS A BASIS IN EVOLUTIONARY DECISION-MAKING
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Generalized Hyperbolic Distributions And Value-At-Risk Estimation For The South African Mining Index
inferredcites →https://doi.org/10.21236/ad0402290openalex-extracted
OPTIMAL GAMBLING SYSTEMS FOR FAVORABLE GAMES
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Optimal Betting Sizes for the Game of Blackjack
inferredcites →https://doi.org/10.2307/2003323openalex-extracted
Beat the Dealer: A Winning Strategy for the Game of Twenty-One
inferredcites →https://doi.org/10.3390/econometrics5030041openalex-extracted
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels
inferredcites →https://doi.org/10.3390/ijfs8040066openalex-extracted
Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC Countries
inferredcites →https://doi.org/10.3390/jrfm16040251openalex-extracted
ν-Generalized Hyperbolic Distributions
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Optimal Risk Budgeting under a Finite Investment Horizon
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The (mis)behavior of markets: a fractal view of risk, ruin, and reward
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