Generalized framework for applying the Kelly criterion to stock markets (Q4584701)
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scientific article; zbMATH DE number 6931442
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| English | Generalized framework for applying the Kelly criterion to stock markets |
scientific article; zbMATH DE number 6931442 |
Statements
GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (English)
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4 September 2018
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Kelly criterion
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multivariate portfolios
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stock markets
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0.8175264000892639
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0.8160356879234314
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0.8120092749595642
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0.8064862489700317
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0.7989392280578613
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