Exploring the Application of Kelly's Criterion in Portfolio Optimization – BSIC | Bocconi Students Investment Club
,The Kelly criterion, capital market parabola & the almighty Sharpe ratio - Outcast Beta,PDF) Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria,Exploring the Application of Kelly's Criterion in Portfolio Optimization – BSIC | Bocconi Students Investment Club,The Kelly Capital Growth Investment Criterion: Theory and Practice (World Scientific Handbook in Financial Economics) (2011-02-10)