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"Partial Kelly portfolios and shrinkage estimators."

Justin K. Rising, Abraham J. Wyner (2012)

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DOI: 10.1109/ISIT.2012.6283549

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

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Justin K. Rising, Abraham J. Wyner:
Partial Kelly portfolios and shrinkage estimators. ISIT 2012: 1618-1622

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