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Ruanmin Cao
University of Birmingham - Department of Economics
Dr.
United States
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University of Birmingham - Department of Economics
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios
Number of pages: 37
Posted: 23 Mar 2017
Last Revised: 03 Jun 2017
Zhenya Liu
,
Weifeng Zhou
,
Shixuan Wang
and Ruanmin Cao
EM Normandie Business School, University of Birmingham, University of Reading - Department of Economics and University of Birmingham - Department of Economics
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Abstract:
Kelly, low correlation, portfolio.
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