Portfolio choice and the Bayesian Kelly criterion (Q4332214)
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scientific article; zbMATH DE number 977986
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio choice and the Bayesian Kelly criterion |
scientific article; zbMATH DE number 977986 |
Statements
Portfolio choice and the Bayesian Kelly criterion (English)
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13 February 1997
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optimal gambling
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investment policies
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logarithmic utility
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continuous-time analog involving Brownian motion
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financial cost of learning
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0.9125804
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0.9100579
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0.9029799
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0.8957126
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0.8897074
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0.8896581
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