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碩士 === 東吳大學 === 經濟學系 === 99 === Kelly's investment approach was originally developed for betting in gambles. The payoff probability distribution of any gamble is fixed. Kelly Criterion gives a growth-optimal bet size (ratio) for gamblers. Vince (2007 and 2009)'s LSM model applies Kelly’s i...

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Bibliographic Details
Main Authors: YI CHEN HSIEH, 謝宜真
Other Authors: non
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/98700257199807497955