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Properties of the Kelly bets for pairs of binary wagers - MaRDI portal

Properties of the Kelly bets for pairs of binary wagers (Q2407791)

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Properties of the Kelly bets for pairs of binary wagers
scientific article

    Statements

    title
    Properties of the Kelly bets for pairs of binary wagers (English)
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    author
    Bennett Eisenberg
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    Shuotao Diao
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    publication date
    6 October 2017
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    zbMATH Keywords
    Kelly bet
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    binary wagers
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    mean-variance optimality
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    Markowitz criterion
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    Identifiers

    zbMATH DE Number
    6787295
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    OpenAlex ID
    W2591365667
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