Shrinkage estimation of Kelly portfolios (Q5234293): Difference between revisions

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+https://doi.org/10.1080/14697688.2018.1483583
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+W2883365740
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@@ Property / cites work @@
+Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
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@@ Property / cites work @@
+Q4023085
@@ Property / cites work: Q4023085 / rank @@
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@@ Property / cites work @@
+Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics
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@@ Property / cites work @@
+Capital growth with security
@@ Property / cites work: Capital growth with security / rank @@
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@@ Property / cites work @@
+Optimal capital growth with convex shortfall penalties
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@@ Property / cites work @@
+The Kelly Criterion and the Stock Market
@@ Property / cites work: The Kelly Criterion and the Stock Market / rank @@
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@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
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+Q3813073
@@ Property / cites work: Q3813073 / rank @@
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+Q129482390
@@ Property / Wikidata QID: Q129482390 / rank @@
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