Kelly trading and market equilibrium
Year of publication: |
2023
|
---|---|
Authors: | Bermin, Hans-Peter ; Holm, Magnus |
Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 26.2023, 1, Art.-No. 2350001, p. 1-33
|
Subject: | fractional Kelly | Kelly criterion | market equilibrium | Portfolio theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
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