Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (Q4691925)
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scientific article; zbMATH DE number 6964201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics |
scientific article; zbMATH DE number 6964201 |
Statements
Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (English)
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24 October 2018
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Kelly strategies
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partial-Kelly
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utility
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constant relative risk aversion
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