CITIC Securities Co., Ltd, Beijing, China
Finance Department, Renmin University of China, Beijing, China
Cardiff University, Cardiff, UK
Economics department, University of Birmingham, Birmingham, UK
Copyright © 2017 Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Cao, R. , Liu, Z. , Wang, S. and Zhou, W. (2017) Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios.
Theoretical Economics Letters,
7, 1453-1472. doi:
10.4236/tel.2017.75098.