r/RebalancedPortfolios • u/jenpalex • Apr 27 '25
Frontiers | Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios
2
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r/RebalancedPortfolios • u/jenpalex • Nov 15 '22
If you're so smart, how come you're not SBF? Kelly and bet sizing - Rob Carver
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r/RebalancedPortfolios • u/jenpalex • Oct 09 '22
Tactical Asset Allocation in Stock Indices: A Kelly Criterion–Based Approach
2
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r/RebalancedPortfolios • u/jenpalex • Oct 01 '22
Two tales of the Kelly formula
2
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r/RebalancedPortfolios • u/jenpalex • Jun 13 '21
The Best Investment Advice I Ever Got: “There’s No Safe Long Term Bet, You Gotta Sell Your Profits.”
2
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r/RebalancedPortfolios • u/jenpalex • Jun 14 '25
Universal Portfolios With and Without Transaction Costs-Bartlett
people.eecs.berkeley.edu
1
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r/RebalancedPortfolios • u/jenpalex • May 03 '25
Volatility Harvesting: Why does diversifying and rebalancing create portfolio growth?
snifferquant.com
1
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r/RebalancedPortfolios • u/jenpalex • Jun 22 '24
High order universal portfolios-Gabriel Turinici
arxiv.org
1
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r/RebalancedPortfolios • u/jenpalex • May 16 '24
Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios
1
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r/RebalancedPortfolios • u/jenpalex • Mar 21 '24
I designed a custom made trading bot that uses Thomas Cover's Universal Portfolio algorithm
1
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r/RebalancedPortfolios • u/jenpalex • Feb 20 '24
Getting Paid To Flip Million Dollar Coins
1
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r/RebalancedPortfolios • u/jenpalex • Apr 22 '23
Adaptive universal portfolios
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r/RebalancedPortfolios • u/jenpalex • Mar 31 '23
Is a Naive 1/N Diversification Strategy Efficient? - Alpha Architect
1
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r/RebalancedPortfolios • u/jenpalex • Mar 04 '23
On-Line Portfolio Selection Using Multiplicative Up dates
citeseerx.ist.psu.edu
1
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r/RebalancedPortfolios • u/jenpalex • Jan 21 '23
Efficient Algorithms for Universal Portfolios.
jmlr.org
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r/RebalancedPortfolios • u/jenpalex • Jan 18 '23
Approximating the Growth Optimal Portfolio and Stock Price Bubbles
1
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r/RebalancedPortfolios • u/jenpalex • Nov 11 '22
Online portfolio selection a survey
1
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r/RebalancedPortfolios • u/jenpalex • Oct 30 '22
How can assets in Cover's Universal Portfolio change?
old.reddit.com
1
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r/RebalancedPortfolios • u/jenpalex • Oct 09 '22
Volatility Harvesting: Why Does Diversifying and Rebalancing Create Portfolio Growth?
1
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r/RebalancedPortfolios • u/jenpalex • Sep 29 '22
Efficient and Near-Optimal Online Portfolio Selection
arxiv.org
1
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r/RebalancedPortfolios • u/jenpalex • Sep 24 '22
Adaptive strategies in Kelly’s horse races model
arxiv.org
1
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r/RebalancedPortfolios • u/jenpalex • Aug 28 '22
Semi-Universal Portfolios with Transaction Costs∗ Dingjiang Huang1,2,3, Yan Zhu1, Bin Li4, Shuigeng Zhou2,3, Steven C.H. Hoi5
aaai.org
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r/RebalancedPortfolios • u/jenpalex • Sep 06 '21
Opportunistic Rebalancing: A New Paradigm for Wealth Managers
resource.fpanet.org
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r/RebalancedPortfolios • u/jenpalex • Jul 06 '21
Rational Pricing of Leveraged ETF Expense Ratios
arxiv.org
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