TY  - ADVS
AU  - Ziemba,W.T.
TI  - Tutorial on Kelly capital growth investment strategies for long term growth with application to SWFs: Part 2 of 2 
T2  - Risk management for sovereign Institutions : innovations in strategic risk management for volatile times,
PY  - 2014///
CY  - London
PB  - Henry Stewart Talks
KW  - Samuelson, Paul A.
KW  - Gambling
KW  - Economic aspects
KW  - Investment analysis
KW  - Investments
KW  - Mathematics
KW  - Risk management
KW  - Sovereign wealth funds
N1  - Animated audio-visual presentation with synchronized narration; Title from title frames; Contents: Samuelson's critique of Kelly betting -- Fractional Kelly and negative power utility -- Some tests -- Commodity trading: turn of year effect -- Lotto games, experimental data -- Calculating the optimal Kelly fraction -- Extension in MacLean, Zhao, Ziemba (2009) paper -- Asset prices -- Regimes -- Wealth dynamics -- Capital growth with penalty -- Optimal growth -- Decomposition -- One period problem -- Functional form -- Wealth trajectories; Access restricted to subscribers
UR  - https://hstalks.com/bm/2713/
UR  - https://hstalks.com/bm/p/670/
ER  -