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Using the Kelly Criterion for Investing - MaRDI portal

Using the Kelly Criterion for Investing (Q4613808)

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scientific article; zbMATH DE number 7006800
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English
Using the Kelly Criterion for Investing
scientific article; zbMATH DE number 7006800

    Statements

    title
    Using the Kelly Criterion for Investing (English)
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    author
    William T. Ziemba
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    Leonard C. MacLean
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    publication date
    25 January 2019
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    zbMATH Keywords
    Kelly investment criterion
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    long-range investing
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    logarithmic utility functions
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    fractional Kelly strategies
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    Identifiers

    zbMATH DE Number
    7006800
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    OpenAlex ID
    W2124657800
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