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 et de médecine
- Department
- Département de Physique
- Language
-
- English
- Classification
- Economics
- License
- License undefined
- Identifiers
-
- RERO DOC 21132
- DOI 10.1080/14697680902991619
- Persistent URL
- https://folia.unifr.ch/unifr/documents/301726
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