The Kelly criterion for spread bets

DOI10.1093/imamat/hxl027zbMath1310.91050OpenAlexW2143891211MaRDI QIDQ5424739

S. Jonathan Chapman

Publication date: 6 November 2007

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

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:dbc2d523-f36a-4991-87fc-33a1d7adf999

zbMATH Keywords

strategyexpectationgamblingoptimal bankruptcy

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Related Items (2)

Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion ⋮ In-game betting and the Kelly criterion

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