TY - ADVS TI - Tutorial on Kelly capital growth investment strategies for long term growth with application to SWFs 2 AU - Ziemba, William A2 - Kreuser, Jérôme L. PY - 2014 DA - 2014/01/05 UR - https://hstalks.com/bm/2713/ AB - Samuelson’s critique of Kelly betting, Fractional Kelly and negative power utility, Some tests, Commodity trading: turn of year effect, Lotto games, experimental data, Calculating the optimal Kelly fraction, Extension in MacLean, Zhao, Ziemba (2009) paper, Asset prices, Regimes, Wealth dynamics, Capital growth with penalty, Optimal growth, Decomposition, One period problem, Functional form, Wealth trajectories DB - The Business & Management Collection SN - 2059-7177 ID - 3685 PB - Henry Stewart Talks ER -