Portfolio choice and the Bayesian Kelly criterion
type: Item
instance of: scholarly article
title: Portfolio choice and the Bayesian Kelly criterion
zbMATH Open document ID: 0867.90010
DOI: 10.2307/1428168
author: Sid Browne
author: Ward Whitt
published in: Advances in Applied Probability
publication date: 1997-02-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 977986
zbMATH Keywords: optimal gambling
zbMATH Keywords: investment policies
zbMATH Keywords: logarithmic utility
zbMATH Keywords: continuous-time analog involving Brownian motion
zbMATH Keywords: financial cost of learning
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/1428168
OpenAlex ID: W2105364396
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description: scientific article; zbMATH DE number 977986