The Kelly Criterion and the Stock Market
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Publication:5286366
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- Log-optimal investment in the long run with proportional transaction costs when using shadow prices.
- Some aspects of gambling with the Kelly criterion
- Capital growth with security
- Further aspects of gambling with the Kelly criterion
- Using Brouwer's continuity principle to pick stocks
- Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty
- Optimal betting under parameter uncertainty: improving the Kelly criterion
- Cooperation evolution in random multiplicative environments
- Shrinkage estimation of Kelly portfolios
- Implication of the Kelly criterion for multi-dimensional processes
- On asymptotic log-optimal portfolio optimization
- A Dynamic Kelly Criterion for Games with a Maximum Payout
- The Kelly criterion for spread bets
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
- Investment strategies in the long run with proportional transaction costs and a HARA utility function
- Online portfolio selection: a survey
- Generalized framework for applying the Kelly criterion to stock markets
- Kelly gambling with the stock market and banks
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