1. The trade-off between growth and risk in Kelly’s gambling and beyond;2023-11-10
2. Kelly criterion and fractional Kelly strategy for non-mutually exclusive bets;Journal of Quantitative Analysis in Sports;2023-01-17
3. Dealing with transaction costs in portfolio optimization;Proceedings of the First ACM International Conference on AI in Finance;2020-10-15
4. A counterexample to the Fortune’s Formula investing method;Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas;2018-02-27
5. Modified Kelly criteria;Journal of Quantitative Analysis in Sports;2018-02-01