Sökning: "Kelly Markusson"
Hittade 1 uppsats innehållade orden Kelly Markusson.
1. Application of the Kelly Criterion on a Self-Financing Trading Portfolio -An empirical study on the Swedish stock market from 2005-2015
Kandidat-uppsats,Sammanfattning : A Kelly strategy theoretically optimizes the growth rate of investor’s capital. This paper evaluates its usefulness on the Swedish stock market between 2005 and 2015 by comparing returns to that of common portfolio strategies and a market index. LÄS MER
Resultatsidor:
1