Risk and position sizing
Kelly, fractional Kelly, drawdown control, and the math of not blowing up.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Vince (2019) | Expectation and Optimal f: Expected Growth with and without Reinvestment for Discretely-Distributed Outcomes of Finite Length SSRN Working Paper | Free | Technical | 0 |
| Samuelson (1971) | The 'Fallacy' of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling Proceedings of the National Academy of Sciences | Free | Technical | 0 |