Ralph Vince

Vince Strategies LLC

President

405 Lexington Ave - 26th fl

New York, NY 10174

United States

http://vinceprime.com

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 6,983

SSRN RANKINGS

Top 6,983

in Total Papers Downloads

7,595

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (7)

1.

Optimal Risk Budgeting under a Finite Investment Horizon

Number of pages: 17 Posted: 07 Dec 2013 Last Revised: 03 Sep 2019
Cornell University - Operations Research & Industrial Engineering, Vince Strategies LLC and Western Michigan University
Downloads 2,737 (5,420)
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 1,363 (16,678)
Citation 2

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 1,109 (22,783)
Citation 1

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 968 (27,682)
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 816 (35,191)
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 538 (61,029)

Abstract:

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

7.

The Fallacy of Maximizing Risk-Adjusted Returns

Number of pages: 13 Posted: 08 Jan 2021
Ralph Vince
Vince Strategies LLC
Downloads 64 (404,493)

Abstract:

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Performance Metrics, Risk-Adjusted Returns, Optimal Growth, Managed Funds, Portfolio Performance Metrics