On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case
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- Hakansson, Nils H, 1971. "On Optimal Myopic Portfolio Policies, With and Without Serial Correlation of Yields," The Journal of Business, University of Chicago Press, vol. 44(3), pages 324-334, July.
- Jonathan Yu-Meng Li, 2023. "Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth," Papers 2302.13979, arXiv.org.
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- Vuko Vukcevic & Robert Keser, 2024. "Sizing the bets in a focused portfolio," Papers 2402.15588, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-GTH-2023-04-17 (Game Theory)
- NEP-SPO-2023-04-17 (Sports and Economics)
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