Volatility-induced financial growth

Quantitative Finance

Volumn 7, Issue 2, 2007, Pages 151-160

  Dempster, Michael A H ^a   Evstigneev, Igor V ^b   Schenk Hoppé, Klaus R ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c UNIVERSITY OF LEEDS   (United Kingdom)

Author keywords

Constant proportions strategies; Exponential growth; Financial markets; Investment; Transaction costs; Volatility

Indexed keywords

EID: 34248571559     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680601103268     Document Type: Article

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