Since 2014
THE KELLY PORTFOLIO RULE DOMINATES
Journal of Applied Research in Finance and Economics
View Archive Info| Field | Value | |
| Title |
THE KELLY PORTFOLIO RULE DOMINATES
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| Creator |
BEKTUR, Çisem
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| Description |
We study an evolutionary market model with long-lived assets. Investors are allowed to use generaldynamic investment strategies. We find sufficient conditions for the Kelly portfolio rule to dominatethe market exponentially fast.
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| Publisher |
Journal of Applied Research in Finance and Economics
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| Date |
2016-11-30
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://www.jarfe.org/index.php/jarfe/article/view/8
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| Source |
Journal of Applied Research in Finance and Economics; Vol 2 No 2 (2016): Issue 2-2; 1-10
2458-8083 |
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| Language |
eng
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| Relation |
http://www.jarfe.org/index.php/jarfe/article/view/8/8
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| Rights |
Copyright (c) 2016 Journal of Applied Research in Finance and Economics
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