A novel derivation and interpretation of the Kelly criterion
Year of publication: |
2022
|
---|---|
Authors: | Kull, Andreas |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 2, p. 47-58
|
Subject: | long-term capital growth | Kelly criterion | investment strategies | parameter uncertainty | maximum entropy principle | Portfolio-Management | Portfolio selection | Entropie | Entropy | Theorie | Theory | Anlageverhalten | Behavioural finance |
-
On entropy and portfolio diversification
Pola, Gianni, (2016)
-
Transfer entropy approach for portfolio optimization : an empirical approach for CESEE markets
Škrinjarić, Tihana, (2021)
-
The Kelly capital growth investment criterion : theory and practice
MacLean, Leonard C., (2012)
- More ...
-
A Novel Derivation and Interpretation of the Kelly Criterion
Kull, Andreas, (2021)
-
Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas, (2020)
-
Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas, (2020)
- More ...