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Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios.

Andrea CartaClaudio Conversano
Published in: Frontiers Appl. Math. Stat. (2020)
Keyphrases
  • growth rate
  • optimization criterion
  • feature selection
  • small number
  • worst case
  • search engine
  • software engineering