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Manfred comments on A hypothetical question for investors - Less Wrong Discussion

3 Post author: bokov 03 December 2014 04:39PM

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Comment author: Manfred 03 December 2014 08:23:12PM 1 point [-]

For an interesting related problem, look up Kelly betting.

Comment author: solipsist 03 December 2014 09:04:34PM 1 point [-]

Also Intertemporal portfolio choice.

Intertemporal portfolio choice is the process of allocating one's investable wealth to various assets, especially financial assets, repeatedly over time, in such a way as to optimize some criterion.