"Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in ..."

Chung-Han Hsieh, John A. Gubner, B. Ross Barmish (2018)

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DOI: 10.1109/CDC.2018.8619189

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-25

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Chung-Han Hsieh, John A. Gubner, B. Ross Barmish:
Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework. CDC 2018: 5820-5825

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