Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios"
written by Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou,
published by Theoretical Economics Letters, Vol.7 No.5, 2017

has been cited by the following article(s):

[1]	IN-GAME BETTING AND THE KELLY CRITERION
	2020

[2]	In-game Betting and the FA English Premier League: The Contribution of Prediction Models
	2019

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