Kellyjev model optimalnega investiranja
delo diplomskega seminarja
Abstract
Kellyjev model optimalnega investiranja
Keywords
finančna matematika;Kellyjev model;Sanktpeterburški paradoks;funkcija koristnosti;
Data
| Language: | Slovenian |
|---|---|
| Year of publishing: | 2016 |
| Typology: | 2.11 - Undergraduate Thesis |
| Organization: | UL FDV - Faculty of Social Sciences |
| Publisher: | [M. Kožuh] |
| UDC: | 519.8 |
| COBISS: |
17957977
|
| Views: | 734 |
| Downloads: | 205 |
| Average score: | 0 (0 votes) |
| Metadata: |
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Other data
| Secondary language: | English |
|---|---|
| Secondary title: | Kelly optimal betting strategy |
| Secondary keywords: | mathematics;Kelly model;Sankt Peterburg paradox;utility function; |
| Type (COBISS): | Final seminar paper |
| Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja |
| Pages: | 36 str. |
| ID: | 10911205 |
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