Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios

Ruanmin Cao, Zhenya Liu, Shixuan Wang and Weifeng Zhou
Additional contact information
Zhenya Liu: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon
Shixuan Wang: Cardiff University

Post-Print from HAL

Date: 2017
References: Add references at CitEc
Citations:

Published in Theoretical Economics Letters, inPress, 07 (05), pp.1453 - 1472. ⟨10.4236/tel.2017.75098⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01794433

DOI: 10.4236/tel.2017.75098

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().