The Mathematical Institute, University of Oxford, Eprints Archive

Fractional Kelly Strategy and Time Consistent Investment : A Statistical Analysis

Dechauffour, Quentin (2014) Fractional Kelly Strategy and Time Consistent Investment : A Statistical Analysis. Masters thesis, Oxford University.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:1845
Deposited By: Laura Auger
Deposited On:07 Aug 2014 06:56
Last Modified:29 May 2015 19:32

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