Using the Kelly Criterion for Investing
From MaRDI portal
Publication:4613808
DOI10.1007/978-1-4419-9586-5_1zbMath1405.91576MaRDI QIDQ4613808
William T. Ziemba, Leonard C. MacLean
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 strategies; Kelly investment criterion; logarithmic utility functions; long-range investing
91G10: Portfolio theory