Browsing Institutes and Centres by Subject "Kelly criterion"

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Browsing Institutes and Centres by Subject "Kelly criterion"

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  • O'Sullivan, Patrick ; Edelman, David (CIBEFRoutledge (Taylor & Francis), 2013-04-29)
    The purpose of this paper is to develop a stock selection algorithm with similar properties as Cover’s Universal Portfolio, but providing superior early growth. Cover’s Universal Portfolio generates a growth rate asymptotically ...

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