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碩士 === 東吳大學 === 經濟學系 === 99 === Kelly's investment approach was originally developed for betting in gambles. The payoff probability distribution of any gamble is fixed. Kelly Criterion gives a growth-optimal bet size (ratio) for gamblers. Vince (2007 and 2009)'s LSM model applies Kelly’s i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98700257199807497955 |