Blog Archives

The Kelly Criterion in Applied Portfolio Selection – Part 2

December 12, 2016
By

. (You can report issue about the content on this page here) Want to share your content on R-bloggers? click here if you have a blog, or here if you don't. Previous blog post on the Kelly Criterion As pointed out in a previous blog post, the Kelly...

Read more »

The Kelly Criterion in Applied Portfolio Selection

December 10, 2016
By
The Kelly Criterion in Applied Portfolio Selection

The Kelly CriterionDerived by John L. Kelly (1956) the criterion recommends a certain fraction of a bankroll to be put on a bet with positive expectations. Kelly showed that $$\frac{p \cdot (b+1) - 1}{b}$$ optimizes the growth rate of wealth if the gam...

Read more »

Webscraping with R using a Raspberry Pi

December 7, 2016
By

Setti

Read more »

Search R-bloggers

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)