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1 article related to "Equity Portfolios"

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Articles

Original Research

Published on 08 Oct 2020

Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios

in Mathematical Finance

Andrea Carta
Claudio Conversano

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2020.577050

82,385 views
6 citations