✦ LIBER ✦
A prospect-theory approach to the Kelly criterion for fat-tail portfolios: the case of Student's t-distribution
✍ Scribed by Roberto Osorio
- Book ID
- 115563851
- Publisher
- Wiley (John Wiley & Sons)
- Year
- 2009
- Weight
- 524 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1759-6351
- DOI
- 10.1002/wilj.7
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