Practical Implementation of the Kelly Criterion: Optimal...

Frontiers in Applied Mathematics and Statistics 2020 / 10 Vol. 6

Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios

Carta, Andrea, Conversano, Claudio
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
6
Journal:
Frontiers in Applied Mathematics and Statistics
DOI:
10.3389/fams.2020.577050
Date:
October, 2020
File:
PDF, 1.50 MB
2020
Conversion to is in progress
Conversion to is failed