Blar i NHH Brage på forfatter "Sælen, Adrian Halhjem"
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The Kelly criterion : a closer look at how estimation errors affect portfolio performance
Sælen, Adrian Halhjem (Master thesis, 2012)The Kelly criterion are being used by many succesful investors and are often linked to their success in amassing great fortunes for both themselves and the funds they are running. This simple formula has made such a great ...