Allen Orr

University of Rochester - Department of Biology

Rochester, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

669

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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
Downloads 489 (56,917)

Abstract:

Loading...

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

2.

Evolution, Finance, and the Population Genetics of Relative Wealth

Number of pages: 42 Posted: 19 Jan 2017 Last Revised: 28 Jul 2017
Allen Orr
University of Rochester - Department of Biology
Downloads 180 (167,068)

Abstract:

Loading...

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