Zachariah Peterson was born in Portland, OR, USA. He received the Bachelor of Science degree in Physics from Southern Oregon University and the Master of Science degree in Physics from Portland State University in 2011. His Applied Physics Ph.D. research has focused on theoretical analysis and applications of random lasers. He began conducting research with Dr. Rolf Könenkamp at Portland State University in 2008 and began teaching physics in 2010. He is currently pursuing the MBA degree at Adams State University with a focus in finance. His research interests include temporal stochastic processes in condensed matter optics, applications of random lasers, evolutionary computing for optimization problems in engineering and finance, and digital currencies. He is currently works as an advisor and strategist for cryptocurrency hedge funds and traders.
This paper examines how the Kelly criterion can be implemented into a portfolio optimization model that combines risk and return into a single objective function using a risk parameter.