shill1729/KellyCriterion: Log-optimal stock allocation
Maximize log utility of terminal wealth for binary wagers, discrete-time financial market models, and Ito-Levy (jump-)diffusion processes. Optimal allocations, growth rates, and simulations are available.
Getting started
Browse package contents
Package details |
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| Author | S. Hill |
| Maintainer | S. Hill <52792611+shill1729@users.noreply.github.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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