A Prospect-Theory Approach to the Kelly Criterion for...

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A Prospect-Theory Approach to the Kelly Criterion for Fat-Tail Portfolios: The Case of the Student T-Distribution

Osorio, Roberto
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Year:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1271373
File:
PDF, 358 KB
english, 2008
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