Journal Articles
Theoretical Economics Letters
Year : 2017
Fabienne Perez : Connect in order to contact the contributor
https://hal-amu.archives-ouvertes.fr/hal-01794433
Submitted on : Thursday, May 17, 2018-3:09:19 PM
Last modification on : Thursday, July 14, 2022-4:07:14 AM
Cite
Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou. Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios. Theoretical Economics Letters, In press, 07 (05), pp.1453 - 1472. ⟨10.4236/tel.2017.75098⟩. ⟨hal-01794433⟩
24
View
0
Download