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Kelly criterionAgent
Students do probabilistic models for investment strategies and bankroll management. Students develop a better understanding for the Kelly criterion as a function of paying odds using an interactive graph. Then students conduct computer simulations to compare two investment strategies, first investing a fixed amount, and then using the Kelly criterion
In his seminal paper J. L. Kelly Jr. linked information theory with a staking system for calculating...
This paper presents the use of @RISK simulation to estimate the value of a long-term investment in a...
The author discusses his involvement in developing computational finance software. These computation...
Students do probabilistic models for investment strategies and bankroll management. Students develop...
AbstractThis paper presents an example of the use of a computer simulation model as a platform for s...
In our study we work on an optimization of an appropriate stock portfolio base on available informat...
Students who are new to Statistics and its role in modern Finance have a hard time making the connec...
The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In...
A fourteen-week stock market simulation was performed to learn the knowledge that is required in ord...
To have students explore the relationship of compound interest, steady contribution, and time on...
The Sunset Company case illustrates how the study of linear programming and risk analysis are facili...
Constraints to provide the estimated value represents the state of the market or uncertain informati...
When a bet with a positive expected return is available, the Kelly criterion can be used to determin...
In dieser Masterarbeit wird das asymptotisch optimale Kelly Portfolio, im Gegensatz zum Mittelwert/V...
The object of the paper is to show how Crystal Ball, an add-inn to a spreadsheet, can be used to pro...
In his seminal paper J. L. Kelly Jr. linked information theory with a staking system for calculating...
This paper presents the use of @RISK simulation to estimate the value of a long-term investment in a...
The author discusses his involvement in developing computational finance software. These computation...
Students do probabilistic models for investment strategies and bankroll management. Students develop...
AbstractThis paper presents an example of the use of a computer simulation model as a platform for s...
In our study we work on an optimization of an appropriate stock portfolio base on available informat...
Students who are new to Statistics and its role in modern Finance have a hard time making the connec...
The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In...
A fourteen-week stock market simulation was performed to learn the knowledge that is required in ord...
To have students explore the relationship of compound interest, steady contribution, and time on...
The Sunset Company case illustrates how the study of linear programming and risk analysis are facili...
Constraints to provide the estimated value represents the state of the market or uncertain informati...
When a bet with a positive expected return is available, the Kelly criterion can be used to determin...
In dieser Masterarbeit wird das asymptotisch optimale Kelly Portfolio, im Gegensatz zum Mittelwert/V...
The object of the paper is to show how Crystal Ball, an add-inn to a spreadsheet, can be used to pro...
In his seminal paper J. L. Kelly Jr. linked information theory with a staking system for calculating...
This paper presents the use of @RISK simulation to estimate the value of a long-term investment in a...
The author discusses his involvement in developing computational finance software. These computation...
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