On the Kelly Criterion in Stock Investment
A paper suggests using the Kelly criterion and Monte Carlo simulation to estimate the optimal portfolio in stock investment.
Featured in No. 25 on 8 Nov 2023 · 1 day after release · 0 citations today
- Released
- 7 Nov 2023
- First featured
- No. 25 · 8 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- SSRN 4625295
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