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Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion - MaRDI portal

Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion (Q3121146)

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English
Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion
scientific article

    Statements

    title
    Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion (English)
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    author
    Rose D. Baker
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    Ian G. McHale
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    publication date
    20 March 2019
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    zbMATH Keywords
    Kelly criterion
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    parameter risk
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    expected utility
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    bootstrap
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    tennis betting
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    shrinkage
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    Identifiers

    zbMATH DE Number
    7038677
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    OpenAlex ID
    W2091865295
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