Analysis of Kelly-optimal portfolios
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Laureti, Paolo
Department of Physics, University of Fribourg, Switzerland
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Medo, Matúš
Department of Physics, University of Fribourg, Switzerland
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Zhang, Yi-Cheng
Department of Physics, University of Fribourg, Switzerland
Published in:
- Quantitative Finance. - 2010, vol. 10, no. 7, p. 689-697
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Faculty
- Faculté des sciences et de médecine
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Department
- Département de Physique
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Language
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Classification
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Economics
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License
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License undefined
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Identifiers
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Persistent URL
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https://folia.unifr.ch/unifr/documents/301726
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