Research progress on the Kelly game-Reference-Cited by-同舟云学术

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Research progress on the Kelly game

Published:2010-08 Issue:5 Volume:3 Page:1957-1965
ISSN:1875-3892
Container-title:Physics Procedia
language:en
Short-container-title:Physics Procedia

Author:

Zhang Liang

Publisher

Elsevier BV

Subject

General Engineering

Reference31 articles.

1. Modern Portfolio Theory and Investment Analysis;Elton,2006

2. Handbook of Asset and Liability Management. Volume 1,2006

3. A New Interpretation of Information Rate;Kelly;Bell System Technical Journal,1956

4. Portfolio selection: Efficient Diversification of Invesments;Markowitz,1959

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A kelly criterion based optimal scheduling of a microgrid on a steam-assisted gravity drainage (SAGD) facility;Energy;2020-08

2. Optimal scheduling of a microgrid in a volatile electricity market environment: Portfolio optimization approach;Applied Energy;2018-09

3. A Comparison of the Kelly Criterion and a Mean-Variance Model to Portfolio Selection with KOSPI 200;Industrial Engineering & Management Systems;2017-09-30

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