Weighted entropy and optimal portfolios for risk-averse Kelly investments
Crossref DOI link: https://doi.org/10.1007/s00010-017-0515-6
Published Online: 2017-11-11
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kelbert, M.
Stuhl, I.
Suhov, Y.
Funding for this research was provided by:
FAPESP (11/51845-5)
License valid from 2017-11-11