"Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal ..."

Chung-Han Hsieh (2021)

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DOI: 10.1109/LCSYS.2020.3002214

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type: Journal Article

metadata version: 2020-07-31

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Chung-Han Hsieh:
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio. IEEE Control. Syst. Lett. 5(1): 349-354 (2021)

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