Methodology Using Nonlinear Regression Models with Kelly Criterion to Determine Optimal ETF Investment Strategies: An Application to the S&P 500 Index

2013 ◽  
Vol 3 (4) ◽  
pp. 49-59
Author(s):  
Ji Zhou ◽  
Hye Yeon Kim ◽  
Jeffery Peirce
1992 ◽  
Vol 3 (2) ◽  
pp. 211-222 ◽  
Author(s):  
R. T. Burnett ◽  
J. Shedden ◽  
D. Krewski

2009 ◽  
Vol 79 (6) ◽  
pp. 821-827 ◽  
Author(s):  
Feng-Chang Xie ◽  
Bo-Cheng Wei ◽  
Jin-Guan Lin

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