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APT and CAPM - Arbitrage Pricing Theory and Capital Asset Pricing Model
Trend and portfolio convexity
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a most detailed and accurate review of Kelly by E.Thorp (the main proponent)
www.edwardothorp.com_s...
risk-return+diagram+fr...
Excellent review by Michael Mauboussin on Kelly long-run strategy -the debate about fundamental-economics utility theory versus math of the long run -all practical and behavioural aspects of running Kelly strategy
2013_05_Size-Matters-M...
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APT and CAPM - Arbitrage Pricing Theory and Capital Asset Pricing Model
Trend and portfolio convexity
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