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Inflection Point Significance for the Investment Size

Ralph Vince

出版	SSRN, 2013
URL	http://books.google.com.hk/books?id=6PoUzwEACAAJ&hl=&source=gbs_api

註釋

Inflection points in the the function for determining estimated geometric gain with respect to capital committed emerge when planning an investment for a finite time horizon. These are points where marginal increases in reward with respect to risk peaks. We analyze the properties of inflection points for a mix of one risky asset and one risk-free asset and illustrate their practical implications with examples.