Methodology Using Nonlinear Regression Models with Kelly Criterion to Determine Optimal ETF Investment Strategies:
An Application to the S&P 500 Index
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1987 ◽
Vol 82
(399)
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pp. 844-850
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2011 ◽
Vol 141
(11)
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pp. 3413-3425
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2009 ◽
Vol 79
(6)
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pp. 821-827
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