Pages that link to "Item:Q1692288"
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The following pages link to Weighted entropy and optimal portfolios for risk-averse Kelly investments (Q1692288):
Displaying 9 items.
- Basic inequalities for weighted entropies (Q304028) (← links)
- Weighted entropy: basic inequalities (Q1686352) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Weighted Gaussian entropy and determinant inequalities (Q2118155) (← links)
- A local large deviation principle for inhomogeneous birth-death processes (Q2314158) (← links)
- Analysis of Kelly-optimal portfolios (Q2786274) (← links)
- FK-DLR properties of a quantum multi-type Bose-gas with a repulsive interaction (Q3189952) (← links)
- Shrinkage estimation of Kelly portfolios (Q5234293) (← links)
- A large-deviation principle for birth-death processes with a linear rate of downward jumps (Q6617595) (← links)