On the financial value of information (Q5933853)

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scientific article; zbMATH DE number 1604619
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English
On the financial value of information
scientific article; zbMATH DE number 1604619

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    title
    On the financial value of information (English)
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    publication date
    14 June 2001
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    zbMATH DE Number
    1604619
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    zbMATH Keywords
    portfolio optimization
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    Kelly criterion
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    information theory
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