Here’s Why Kelly Betting in the Markets has the Same Problems as Mean-Variance Optimization | by Graham Giller | Adventures in Data Science | Medium - home

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Here’s Why Kelly Betting in the Markets has the Same Problems as Mean-Variance Optimization | by Graham Giller | Adventures in Data Science | Medium

finance · trade

October 16, 2022 at 11:44:31 PM EDT * · permalink

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https://medium.com/adventures-in-data-science/heres-why-kelly-betting-in-the-markets-has-the-same-problems-as-mean-variance-optimization-856e4df2dcfd

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