Analysis of Kelly-optimal portfolios
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Publication:2786274
DOI10.1080/14697680902991619zbMath1197.91200arXiv0712.2771MaRDI QIDQ2786274
Paolo Laureti, Yi-Cheng Zhang, Matúš Medo
Publication date: 21 September 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.2771
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Transaction cost optimization for online portfolio selection, GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS, Effect of compositional fluctuation on the survival of bet-hedging species
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