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Diversification is a negative price lunch

outcastbeta.com · published 1 April 2023

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The Kelly criterion, capital market parabola & the almighty Sharpe ratio Read at the source ↗

outcastbeta.com

https://www.princeton.edu/~wbialek/rome/refs/kelly_56.pdf

princeton.edu

https://www.eecs.harvard.edu/cs286r/courses/fall12/papers/Thorpe_KellyCriterion2007.pdf

eecs.harvard.edu

https://core.ac.uk/download/pdf/344912795.pdf

core.ac.uk

https://www.sciencedirect.com/science/article/abs/pii/S0304405X18301521

sciencedirect.com

https://www.semanticscholar.org/paper/How-to-Increase-the-Odds-of-Owning-the-Few-Stocks-Tidmore-Kinniry/88d366b71f7b3761868ee2c51974beaf52891b65

semanticscholar.org

https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=&ved=2ahUKEwjzpKy8so79AhUJ_SoKHSkLAFwQFnoECBcQAQ&url=https%3A%2F%2Fwww.credit-suisse.com%2Fmedia%2Fassets%2Fcorporate%2Fdocs%2Fabout-us%2Fresearch%2Fpublications%2Fcredit-suisse-global-investment-returns-yearbook-2022-summary-edition.pdf&usg=AOvVaw3v_rWrOmaL6v_dsmRJxcrU

google.com

https://www.philosophicaleconomics.com/2017/04/diversification-adaptation-and-stock-market-valuation/

philosophicaleconomics.com