Kelly criterion for optimal credit allocation
Year of publication: |
2021
|
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Authors: | Tran, Son ; Verhoeven, Peter |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 9, Art.-No. 434, p. 1-15
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Subject: | credit allocation | Kelly criterion | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Anlageverhalten | Behavioural finance | Allokation | Allocation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14090434 [DOI] hdl:10419/258538 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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