Risk-Constrained Kelly for Mutually Exclusive Outcomes: CRRA Support Invariance and Logarithmic One-Dimensional Calibration

Fuente: arXiv

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Bibliographic Details
Main Author:	Long, Christopher D.
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Portfolio Management 91A60 (Primary) 90C46, 91G10 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.11577