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On the financial value of information

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Publication:5933853
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DOI10.1023/A:1019267101061zbMath0984.91041MaRDI QIDQ5933853

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Publication date: 14 June 2001

Published in: Annals of Operations Research (Search for Journal in Brave)


zbMATH Keywords

information theoryportfolio optimizationKelly criterion


Mathematics Subject Classification ID


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