Journal article

Analysis of Kelly-optimal portfolios

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