Ralph Vince

Vince Strategies LLC

President

405 Lexington Ave - 26th fl

New York, NY 10174

United States

http://vinceprime.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 6,641

SSRN RANKINGS

Top 6,641

in Total Papers Downloads

6,517

CITATIONS
Rank 33,403

SSRN RANKINGS

Top 33,403

in Total Papers Citations

11

Scholarly Papers (6)

1.

Optimal Risk Budgeting under a Finite Investment Horizon

Number of pages: 25 Posted: 07 Dec 2013 Last Revised: 05 Jul 2015
Cornell University - Operations Research & Industrial Engineering, Vince Strategies LLC and Western Michigan University
Downloads 2,239 (5,850)
Citation 2

Abstract:

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Growth-optimal portfolio, risk management, Kelly Criterion, finite investment horizon, drawdown

2.

Optimal Betting Sizes for the Game of Blackjack

Number of pages: 24 Posted: 15 Sep 2013
Ralph Vince and Qiji Jim Zhu
Vince Strategies LLC and Western Michigan University
Downloads 1,202 (16,170)
Citation 3

Abstract:

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Black Jack, betting size, risk management

3.

Expectation and Optimal f : Expected Growth with and without Reinvestment for Discretely-Distributed Outcomes of Finite Length

Number of pages: 23 Posted: 15 Mar 2015 Last Revised: 08 Feb 2019
Ralph Vince
Vince Strategies LLC
Downloads 1,013 (20,894)

Abstract:

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Growth-optimal portfolio, expectation, mathematical expectation, finite trials, gambling, risk management, Kelly Criterion, finite investment horizon, drawdown

4.

A Dynamic Implementations of the Leverage Space Portfolio

Number of pages: 18 Posted: 11 Mar 2013
Qiji Jim Zhu, Ralph Vince and Steven Malinsky
Western Michigan University, Vince Strategies LLC and Connors Global Indexes, LLC
Downloads 874 (25,929)
Citation 2

Abstract:

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Dynamic portfolio, money management, risk control

5.

Inflection Point Significance for the Investment Size

Number of pages: 17 Posted: 11 Mar 2013
Ralph Vince and Qiji Jim Zhu
Vince Strategies LLC and Western Michigan University
Downloads 763 (31,312)
Citation 4

Abstract:

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risk analysis, growth portfolio, inflection point

6.

Risk Adjusted Growth Portfolio in a Finite Investment Horizon (Presentation Slides)

Number of pages: 44 Posted: 29 Jun 2015
Cornell University - Operations Research & Industrial Engineering, Vince Strategies LLC and Western Michigan University
Downloads 426 (66,742)

Abstract:

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Growth-optimal portfolio, risk management, Kelly Criterion, finite investment horizon, drawdown