The Kelly growth optimal strategy with a stop-loss rule
| Year of publication: |
2014
|
|---|---|
| Authors: | Nielsen, M. |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 14.2014, 7, p. 1131-1139
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010825964