Partial-Kelly strategies and expected utility: small-edge asymptotics (Q4691925)

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scientific article; zbMATH DE number 6964201
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    Partial-Kelly strategies and expected utility: small-edge asymptotics
    scientific article; zbMATH DE number 6964201

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      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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