activity
20172020
most citedKelly Betting Can Be Too Conservative

15 citations · 15 across the 1 of their papers we have counts for

collaborators

5 papers

q-fin.ST2020

On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling

Atul Deshpande, John A Gubner, B. Ross Barmish

The Simultaneous Long-Short(SLS) controller for trading a single stock is known to guarantee positive expected value of the resulting gain-loss function with respect to a large cla…

math.OC2019

The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

Stock trading based on Kelly's celebrated Expected Logarithmic Growth (ELG) criterion, a well-known prescription for optimal resource allocation, has received considerable attentio…

math.OC2019

On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

We consider a discrete-time, linear state equation with delay which arises as a model for a trader's account value when buying and selling a risky asset in a financial market. The…

q-fin.PM2018

Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework

Chung-Han Hsieh, John A. Gubner, B. Ross Barmish

In this paper, motivated by the celebrated work of Kelly, we consider the problem of portfolio weight selection to maximize expected logarithmic growth. Going beyond existing liter…

q-fin.PM201715 cited

Kelly Betting Can Be Too Conservative

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

Kelly betting is a prescription for optimal resource allocation among a set of gambles which are typically repeated in an independent and identically distributed manner. In this se…