A novel derivation and interpretation of the Kelly criterion
Andreas Kull
| Year of publication: |
2022
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2022.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462912