Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence

Fuente: arXiv

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Bibliographic Details
Main Author:	Lam, Duy Khanh
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Information Theory Machine Learning Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.05994