Analysis of Kelly-optimal portfolios

Analysis of Kelly-optimal portfolios

Laureti, Paolo, Medo, Matúš, Zhang, Yi-Cheng
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Volume:
10
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680902991619
Date:
August, 2010
File:
PDF, 507 KB
english, 2010
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