Portfolio choice and the Bayesian Kelly criterion (Q4332214)
From MaRDI portal
scientific article; zbMATH DE number 977986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice and the Bayesian Kelly criterion |
scientific article; zbMATH DE number 977986 |
Statements
Portfolio choice and the Bayesian Kelly criterion (English)
0 references
13 February 1997
0 references
optimal gambling
0 references
investment policies
0 references
logarithmic utility
0 references
continuous-time analog involving Brownian motion
0 references
financial cost of learning
0 references
