"A Novel Approach of Option Portfolio Construction Using the Kelly Criterion."

Mu-En Wu, Wei-Ho Chung (2018)

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DOI: 10.1109/ACCESS.2018.2869282

access: open

type: Journal Article

metadata version: 2018-11-02

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Mu-En Wu, Wei-Ho Chung:
A Novel Approach of Option Portfolio Construction Using the Kelly Criterion. IEEE Access 6: 53044-53052 (2018)

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