Browsing Faculty of Business School by Subject "Kelly Criterion"
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OPTIMAL BET FRACTION DETERMINATION USING KELLY CRITERION IN STOCK INVESTMENT Case Study in LQ45 (Indonesia Stock Exchange)
(Universitas Pelita Harapan Surabaya - Department Of Business School - Faculty Of Management, 2014-04-04)People tend to invest in the instrument which generate higher rate of return than inflation rate. Capital market investment is growing rapidly in Indonesia as one of promising investment. The Aggregate performance of ...