Andrea Carta, Claudio Conversano. Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios. Frontiers Appl. Math. Stat., 6:577050, 2020. [doi]
@article{CartaC20,
title = {Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios},
author = {Andrea Carta and Claudio Conversano},
year = {2020},
doi = {10.3389/fams.2020.577050},
url = {https://doi.org/10.3389/fams.2020.577050},
researchr = {https://researchr.org/publication/CartaC20},
cites = {0},
citedby = {0},
journal = {Frontiers Appl. Math. Stat.},
volume = {6},
pages = {577050},
}