13. Optimal Growth

  1. T. W. Epps

Published Online: 23 MAR 2009

DOI: 10.1002/9780470455289.ch13

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

How to Cite

Epps, T. W. (2009) Optimal Growth, in Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470455289.ch13

Publication History

  1. Published Online: 23 MAR 2009
  2. Published Print: 2 MAR 2009

ISBN Information

Print ISBN: 9780470431993

Online ISBN: 9780470455289

SEARCH

Keywords:

  • optimal growth;
  • discrete time;
  • continuous time;
  • arithmetic mean;
  • geometric mean

Summary

This chapter contains sections titled:

  • Optimal Growth in Discrete Time

  • Optimal Growth in Continuous Time

  • Some Qualifications

  • Exercises

  • Empirical Project 5