Work

The growth of relative wealth and the Kelly criterion

Year: 2017

Type: article

Source: Journal of Bioeconomics

DOI: 10.1007/s10818-017-9253-z

Authors: Andrew W. Lo, H. Allen Orr, Ruixun Zhang

Institutions: MIT Computer Science and Artificial Intelligence Laboratory, Massachusetts Institute of Technology, University of Rochester

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3022377374

FWCI: 7.155

Cites: 96

Cited by: 39

Related to: 10