most citedGeneralized framework for applying the Kelly criterion to stock markets

4 citations · 4 across the 1 of their papers we have counts for

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1 paper

q-fin.PM2018★ 4 cited

Generalized framework for applying the Kelly criterion to stock markets

Tim Byrnes, Tristan Barnett

We develop a general framework for applying the Kelly criterion to stock markets. By supplying an arbitrary probability distribution modeling the future price movement of a set of…