Pages that link to "Item:Q2786274"
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The following pages link to Analysis of Kelly-optimal portfolios (Q2786274):
Displaying 9 items.
- Weighted entropy and optimal portfolios for risk-averse Kelly investments (Q1692288) (← links)
- Effect of compositional fluctuation on the survival of bet-hedging species (Q2095380) (← links)
- Portfolio choice and the Bayesian Kelly criterion (Q4332214) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (Q4584701) (← links)
- Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (Q4691925) (← links)
- Shrinkage estimation of Kelly portfolios (Q5234293) (← links)
- The Kelly Criterion and the Stock Market (Q5286366) (← links)
- KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360) (← links)