Thanks for your patience with answering my question.

I am interested in building an optimal wealth allocation strategy across multiple betting opportunities, correlated or uncorrelated and with different types of constraints.

I've been looking for relevant papers and literature.

What I've found so far is all Markowitz theory, Kelly criterion related. My question is if there are other alternatives to such strategies that may have very different idea behind them.

Also if there are some papers that you yourself found very relevant to Markowitz and Kelly. Papers about informed betting strategies, investments across multiple opportunities, wealth allocation etc.

Thank you in advance for all the suggestions. :)


closed as unclear what you're asking by JonMark Perry, jgon, Alexander Gruber Jan 26 '18 at 18:00

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