Ralph Vince

None

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 8,892

SSRN RANKINGS

Top 8,892

in Total Papers Downloads

9,108

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

Optimal Risk Budgeting under a Finite Investment Horizon

Number of pages: 17 Posted: 07 Dec 2013 Last Revised: 03 Sep 2019
Marcos Lopez de Prado, Marcos Lopez de Prado, Ralph Vince and Qiji Jim Zhu
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority, None and Western Michigan University
Downloads 3,178 (6,783)
Citation 3

Abstract:

Loading...

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
None and Western Michigan University
Downloads 1,675 (18,571)
Citation 2

Abstract:

Loading...

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
None
Downloads 1,233 (29,357)
Citation 1

Abstract:

Loading...

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, None and Connors Global Indexes, LLC
Downloads 1,149 (32,542)
Citation 2

Abstract:

Loading...

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
None and Western Michigan University
Downloads 913 (45,012)
Citation 4

Abstract:

Loading...

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
Marcos Lopez de Prado, Marcos Lopez de Prado, Ralph Vince and Qiji Jim Zhu
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority, None and Western Michigan University
Downloads 678 (67,120)

Abstract:

Loading...

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
None
Downloads 214 (244,455)

Abstract:

Loading...

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

8.

Dance Steps: A Statistical Quantification of Data Pair Similarities

Number of pages: 9 Posted: 12 Aug 2022
Ralph Vince
None
Downloads 44 (692,192)

Abstract:

Loading...

Serial correlation, dependency

9.

Time-Optimal Efficiencies in Public Transportation Passenger Stop Configurations for Future / High-Speed Systems

Number of pages: 15 Posted: 02 Jan 2023
Ralph Vince
None
Downloads 20 (879,226)

Abstract:

Loading...

public transportation stops, public transportation routes, public transportation costs, high-speed rail, maglev, magnetic levitation trains, hyperloop

Abstract:

Loading...

stopping times, expectation, finite sequences, non-asymptotic, optimal allocation, Kelly criterion, stable pareto, fat tails, generalized hyperbolic