Using the Kelly criterion for investing
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Cites work
- scientific article; zbMATH DE number 5320532 (Why is no real title available?)
- scientific article; zbMATH DE number 3179081 (Why is no real title available?)
- scientific article; zbMATH DE number 715421 (Why is no real title available?)
- scientific article; zbMATH DE number 1869269 (Why is no real title available?)
- scientific article; zbMATH DE number 5209874 (Why is no real title available?)
- A preference foundation for log mean-variance criteria in portfolio choice problems
- Capital growth with security
- Competitive Optimality of Logarithmic Investment
- Elements of Information Theory
- Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
- Growth Versus Security in Dynamic Investment Analysis
- Investment policies for expanding businesses optimal in a long‐run sense
- On the St. Petersburg Paradox
- The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
- Time to wealth goals in capital accumulation
Cited in
(8)- A counterexample to the \textit{Fortune's formula} investing method
- Kelly criterion revisited: Optimal bets
- Using Brouwer's continuity principle to pick stocks
- Fractional growth portfolio investment
- Kelly criterion: from a simple random walk to Lévy processes
- The Kelly criterion for spread bets
- Kelly investing with downside risk control in a regime-switching market
- The Kelly Criterion and the Stock Market
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