Financial markets. the joy of volatility

Quantitative Finance

Volumn 8, Issue 1, 2008, Pages 1-3

  Dempster, M A H ^a,b   Evstigneev, Igor V ^c   Schenk Hopp, Klaus Reiner ^d  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b Cambridge Systems Associates Limited   (United Kingdom)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

^d UNIVERSITY OF LEEDS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 37249051360     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680701799577     Document Type: Article

References (7)

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3. Dempster, M.A.H., Evstigneev, I.V. and Schenk-Hoppé, K.R., Volatility-induced financial growth. Quant. Finan., 2007, 7, 151-160.
4. Evstigneev, I.V. and Schenk-Hoppé, K.R., From rags to riches: on constant proportions investment strategies. Int. J. Theor. Appl. Finan., 2002, 5, 563-573.
5. Harmer, G.P. and Abbott, D., Losing strategies can win by Parrondo's paradox. Nature, 1999, 402, 864.
6. Luenberger, O.G., Investment Science, 1998 (Prentice Hall: Englewood Cliff, NJ).
7. McClintock, P.V.E., Random fluctuations: unsolved problems of noise. Nature, 1999, 401, 23-25.