Using the Kelly Criterion for Investing
From MaRDI portal
Publication:4613808
DOI10.1007/978-1-4419-9586-5_1zbMath1405.91576OpenAlexW2124657800MaRDI QIDQ4613808
Leonard C. MacLean, William T. Ziemba
Publication date: 25 January 2019
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4419-9586-5_1
fractional Kelly strategiesKelly investment criterionlogarithmic utility functionslong-range investing
Cites Work
- A preference foundation for log mean-variance criteria in portfolio choice problems
- Capital growth with security
- On the St. Petersburg Paradox
- Time to wealth goals in capital accumulation
- Competitive Optimality of Logarithmic Investment
- Growth Versus Security in Dynamic Investment Analysis
- Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
- Elements of Information Theory
- The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
- Investment policies for expanding businesses optimal in a long‐run sense
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item