---
title: On the Kelly Criterion in Stock Investment
url: https://www.ml-quant.com/papers/ssrn/4625295/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4625295
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4625295
featured: 2023-11-08
citations: 0
topic: Portfolio & Allocation
---


# On the Kelly Criterion in Stock Investment

A paper suggests using the Kelly criterion and Monte Carlo simulation to estimate the optimal portfolio in stock investment.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4625295
- Identifier: SSRN 4625295
- Released: 2023-11-07
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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