Shrinkage estimation of Kelly portfolios (Q5234293)
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scientific article; zbMATH DE number 7110416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation of Kelly portfolios |
scientific article; zbMATH DE number 7110416 |
Statements
Shrinkage estimation of Kelly portfolios (English)
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26 September 2019
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Kelly portfolio
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fractional Kelly
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shrinkage estimation
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expected long-term growth
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