A dynamic portfolio of investment strategies: Applying capital growth with drawdown penalties

Keyphrases

• Investment Strategy 100%
• Dynamic Portfolio 100%
• Capital Growth 100%
• Highly Effective 50%
• Structural Change 50%
• Defined Benefit Pension Plans 50%
• Decision Problems 50%
• Path Dependence 50%
• Crash 50%
• Growth Model 50%
• Risk Measures 50%
• Risk Premium 50%
• Asset Allocation 50%
• Rapid Change 50%
• Transaction Costs 50%
• Optimal Investment 50%
• Interdependent Risks 50%
• Operational Constraints 50%
• High-frequency Trading 50%
• Three-step Approach 50%
• Market Behavior 50%
• Structured Decision 50%
• Money Management 50%
• Blackjack 50%
• Downside Protection 50%
• Sports Betting 50%
• Growth Optimal 50%
• Securities Markets 50%

Economics, Econometrics and Finance

• Securities Market 33%