GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (Q4584701)
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scientific article; zbMATH DE number 6931442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS |
scientific article; zbMATH DE number 6931442 |
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GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (English)
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4 September 2018
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Kelly criterion
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multivariate portfolios
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stock markets
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