@article{201707.0090, doi = {10.20944/preprints201707.0090.v1}, url = {https://doi.org/10.20944/preprints201707.0090.v1}, year = 2017, month = {July}, publisher = {Preprints}, author = {Zachariah Peterson}, title = {Kelly's Criterion in Portfolio Optimization: A Decoupled Problem}, journal = {Preprints} }