Relative Performance of Mean-Variance, Kelly, and Universal Portfolio Strategies

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Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Santi, Caterina; Bottazzi, Giulio

2017

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https://hdl.handle.net/2268/293082

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Disciplines :

Finance

Author, co-author :

Santi, Caterina ; Université de Liège - ULiège > HEC Recherche > HEC Recherche: Financial Management for the Future

Bottazzi, Giulio; Sant'Anna School of Advanced Studies

Language :

English

Title :

Relative Performance of Mean-Variance, Kelly, and Universal Portfolio Strategies

Publication date :

2017

Event name :

Italian Congress of Econometrics and Empirical Economics

Event organizer :

Università degli studi di Messina

Event place :

Messina, Italy

Event date :

December 2017

Audience :

International

Available on ORBi :

since 07 July 2022

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