On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*
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Publication:5439979
DOI10.1093/ROF/RFM003zbMath1183.91199OpenAlexW2073349359MaRDI QIDQ5439979
Terje Lensberg, Klaus Reiner Schenk-Hoppé
Publication date: 30 January 2008
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/163853
Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10) Mathematical sociology (including anthropology) (91D99) Actuarial science and mathematical finance (91G99)
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