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Kelly's fractional staking updated for betting exchanges - MaRDI portal

Kelly's fractional staking updated for betting exchanges

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Publication:4925185

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DOI10.1093/imaman/dps015zbMath1264.91029OpenAlexW2331364243MaRDI QIDQ4925185

Edmund Noon, William J. Knottenbelt, Daniel Kuhn

Publication date: 11 June 2013

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dps015

zbMATH Keywords

convex optimization betting exchange fractional staking Kelly staking lay

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Probabilistic games; gambling (91A60)

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