Recommendations
- Generalized framework for applying the Kelly criterion to stock markets
- Using the Kelly criterion for investing
- Portfolio choice and the Bayesian Kelly criterion
- KELLY TRADING AND MARKET EQUILIBRIUM
- The Kelly criterion for spread bets
- Kelly criterion revisited: Optimal bets
- Analysis of Kelly-optimal portfolios
- Kelly investing with downside risk control in a regime-switching market
Cited in
(20)- Using Brouwer's continuity principle to pick stocks
- Optimal betting under parameter uncertainty: improving the Kelly criterion
- Further aspects of gambling with the Kelly criterion
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices.
- Implication of the Kelly criterion for multi-dimensional processes
- Investment strategies in the long run with proportional transaction costs and a HARA utility function
- Generalized framework for applying the Kelly criterion to stock markets
- Kelly gambling with the stock market and banks
- Kelly criterion: from a simple random walk to Lévy processes
- Online portfolio selection: a survey
- Shrinkage estimation of Kelly portfolios
- The Kelly criterion for spread bets
- Some aspects of gambling with the Kelly criterion
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
- Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty
- On asymptotic log-optimal portfolio optimization
- A Dynamic Kelly Criterion for Games with a Maximum Payout
- When Harry met Kelly: an overlooked result in the classical theory of optimal capital growth
- Capital growth with security
- Cooperation evolution in random multiplicative environments
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