A New Interpretation of Information Rate
In: THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE
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Cited by:
- Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019. "The fair reward problem: the illusion of success and how to solve it," Papers 1902.04940, arXiv.org, revised Apr 2019.
- Paula Villa Martín & Miguel A Muñoz & Simone Pigolotti, 2019. "Bet-hedging strategies in expanding populations," PLOS Computational Biology, Public Library of Science, vol. 15(4), pages 1-17, April.
- A. Ferrer-Sapena & J. M. Calabuig & L. M. García Raffi & E. A. Sánchez Pérez, 2020. "Where Should I Submit My Work for Publication? An Asymmetrical Classification Model to Optimize Choice," Journal of Classification, Springer;The Classification Society, vol. 37(2), pages 490-508, July.
- Liu Ziyin & Kentaro Minami & Kentaro Imajo, 2021. "Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction," Papers 2106.04114, arXiv.org, revised Dec 2022.
- da Costa, Igor Barbosa & Marinho, Leandro Balby & Pires, Carlos Eduardo Santos, 2022. "Forecasting football results and exploiting betting markets: The case of “both teams to score”," International Journal of Forecasting, Elsevier, vol. 38(3), pages 895-909.
- Vladimir Petrov & Anton Golub & Richard Olsen, 2019. "Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time," JRFM, MDPI, vol. 12(2), pages 1-31, April.
- Mu-En Wu & Jia-Hao Syu & Chien-Ming Chen, 2022. "Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 59(4), pages 1627-1644, April.
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Keywords
Kelly Criterion; Dynamic Investment Analysis; Capital Growth Theory; Sports Betting; Hedge Fund Strategies; Speculative Investing; Fortune 's Formula;All these keywords.
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