Kelly investing with downside risk control in a regime-switching market

Leonard MacLean; Yonggan Zhao

doi:10.1080/14697688.2021.1993617

Kelly investing with downside risk control in a regime-switching market

科研成果: 期刊稿件 › 文章 › 同行评审

源语言	英语
页（从-至）	75-94
页数	20
期刊	Quantitative Finance
卷	22
期	1
DOI	https://doi.org/10.1080/14697688.2021.1993617
出版状态	已出版 - 2022
已对外发布	是

!!!ASJC Scopus Subject Areas

金融学
经济学、计量经济学和金融学（全部）

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10.1080/14697688.2021.1993617

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Kelly investing with downside risk control in a regime-switching market

!!!ASJC Scopus Subject Areas

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