Tim Byrnes and Tristan Barnett. “Generalized Framework for Applying the Kelly Criterion to Stock Markets”, International Journal of Theoretical and Applied Finance, 21(05), p.1850033 (2018)
Tim Byrnes and Tristan Barnett. “Generalized Framework for Applying the Kelly Criterion to Stock Markets”, International Journal of Theoretical and Applied Finance, 21(05), p.1850033 (2018)