Generalized Compounding and Growth Optimal Portfolios Reconciling Kelly and Samuelson.
| Autor: | Carr, Peter, Cherubini, Umberto umberto.cherubini@unibo.it |
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| Zdroj: | Journal of Derivatives. Winter2022, Vol. 30 Issue 2, p74-93. 20p. |
| Databáze: | Business Source Ultimate |
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