Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2010.506108
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1. Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment
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