Exploring the Kelly Criterion: The Multi-Period Problem

Exploring how mean-variance methods and the Kelly Criterion compare in multi-period investments

December 18, 2021 · Erik Dains

Clustering ETFs for Optimally Diversified Portfolio

Using clustering algorithms for identifying optimal subset of ETFs for portfolio construction.

August 28, 2021 · Erik Dains

A Most Diversified ETF Portfolio

Constructing a portfolio from a selection of ETFs to maximize the diversification ratio

January 7, 2021 · Erik Dains