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The Kelly Criterion: Theory and Practice
The dataset used in the paper is a collection of examples illustrating the Kelly Criterion and its applications. -
Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes
The dataset used in the paper is a collection of Ornstein-Uhlenbeck processes used to illustrate the Kelly Criterion. -
Gambling the World Away: Myopic Investors
The dataset used in the paper is a collection of examples illustrating myopic investors and their sub-optimal portfolios.