Russell O'Connor personal blog

Kelly Criterion (2007)

It’s fairly clear when one should buy a particular stock. One should buy stock when it is undervalued. What I have always wondered about is how much stock one should buy. A few months ago I stumbled upon the answer which is given by the Kelly criterion . It says that one should invest an amount to maximize one’s…
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Math & AlgorithmsTech Industry & Business2018

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Nov 19, 2018Kelly Criterion (2007) by kwikiel16496

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