Journal articles
Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios
https://hal-amu.archives-ouvertes.fr/hal-01794433
Contributor : Fabienne Perez Connect in order to contact the contributor
Submitted on : Thursday, May 17, 2018 - 3:09:19 PM
Last modification on : Friday, October 22, 2021 - 3:36:14 AM
Contributor : Fabienne Perez Connect in order to contact the contributor
Submitted on : Thursday, May 17, 2018 - 3:09:19 PM
Last modification on : Friday, October 22, 2021 - 3:36:14 AM
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