Kelly investing with downside risk control in a regime-switching market (Q5068071)
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scientific article; zbMATH DE number 7503252
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Kelly investing with downside risk control in a regime-switching market |
scientific article; zbMATH DE number 7503252 |
Statements
Kelly investing with downside risk control in a regime-switching market (English)
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5 April 2022
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optimal growth investing
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risk control
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shortfall rate and size
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switching regimes
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blended Kelly strategy
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0.834545373916626
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0.7828865051269531
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0.7773237824440002
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0.776220977306366
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