The Kelly Capital Growth Investment Criterion: Theory and Practice

By L. MacLean, E. Thorp, William T. Ziemba. 2011

252 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c64326c1c553cae5718733938d2d9a015d288c18

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Renata Rendek
2. Eckhard Platen
3. K. Fergusson

Citations in the corpus

• Approximating the numéraire portfolio by naive diversification (2010, background): “One can refer to Merton (1973), Long (1990), Platen and Heath (2006) and Filipović and Platen (2009) for the derivation of such driftless SDEs.”
• Portfolio Selection : A Survey (2014, unknown): “In the literature, there is a large body of related work for the theory [MacLean et al. 2011].”