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 8,182

SSRN RANKINGS

Top 8,182

in Total Papers Downloads

4,579

CITATIONS

1

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
Guggenheim Partners, LLC, Vince Strategies LLC and Western Michigan University
Downloads 1,182 (7,781)

Abstract:

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 552 (18,632)

Abstract:

Black Jack, betting size, risk management

3.

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 479 (28,490)
Citation 1

Abstract:

Dynamic portfolio, money management, risk control

4.

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 394 (32,697)

Abstract:

risk analysis, growth portfolio, inflection point

5.

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

Number of pages: 44 Posted: 29 Jun 2015
Guggenheim Partners, LLC, Vince Strategies LLC and Western Michigan University
Downloads 96 (100,723)

Abstract:

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

6.

Optimal f: Calculating the Expected Growth-Optimal Fraction for Discretely-Distributed Outcomes

Number of pages: 12 Posted: 15 Mar 2015 Last Revised: 06 Jun 2017
Ralph Vince
Vince Strategies LLC
Downloads 68 (65,243)

Abstract:

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