Shrinkage estimation of Kelly portfolios (Q5234293)

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scientific article; zbMATH DE number 7110416
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English
Shrinkage estimation of Kelly portfolios
scientific article; zbMATH DE number 7110416

    Statements

    title
    Shrinkage estimation of Kelly portfolios (English)
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    author
    Yongli Han
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    Philip L. H. Yu
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    Thomas Mathew
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    publication date
    26 September 2019
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    zbMATH DE Number
    7110416
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    zbMATH Keywords
    Kelly portfolio
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    fractional Kelly
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    shrinkage estimation
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    expected long-term growth
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    OpenAlex ID
    W2883365740
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