Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio

Article Properties
Journal Category
Technology
Mechanical engineering and machinery
Refrences
Title Journal Journal Categories Citations Publication Date
Contributions to the theory of Kelly betting with applications to Stock trading: A control-theoretic approach 2019
Elements of Information Theory 2012
Investment Science 2011
On Drawdown-Modulated Feedback Control in Stock Trading IFAC-PapersOnLine 9 2017
10.1109/ACC.2007.4282251
Citations
Title Journal Journal Categories Citations Publication Date
On Frequency-Based Log-Optimal Portfolio With Transaction Costs IEEE Control Systems Letters
  • Technology: Mechanical engineering and machinery
 2023
Citations Analysis
Category Category Repetition
Technology: Mechanical engineering and machinery1
The category Technology: Mechanical engineering and machinery 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled On Frequency-Based Log-Optimal Portfolio With Transaction Costs and was published in 2023. The most recent citation comes from a 2023 study titled On Frequency-Based Log-Optimal Portfolio With Transaction Costs. This article reached its peak citation in 2023, with 1 citations. It has been cited in 1 different journals. Among related journals, the IEEE Control Systems Letters cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year