Ruixun Zhang

MIT Laboratory for Financial Engineering

Research Affiliate

77 Massachusetts Ave. E62-663

Cambridge, MA 02142

United States

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Scholarly Papers (1)

1.

The Growth of Relative Wealth and the Kelly Criterion

Number of pages: 24 Posted: 06 Feb 2019
Andrew W. Lo, Allen Orr and Ruixun Zhang
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Rochester - Department of Biology and MIT Laboratory for Financial Engineering
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Abstract:

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Kelly Criterion, Portfolio Optimization, Adaptive Markets Hypothesis, Evolutionary Game Theory