In-game betting and the Kelly criterion

DOI10.13164/ma.2020.06zbMath1460.91245OpenAlexW3118496421MaRDI QIDQ5855311

Robin Andersen, Magnus Stålhane, Vegard Hassel, Lars Magnus Hvattum

Publication date: 18 March 2021

Published in: Mathematics for Application (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.13164/ma.2020.06

zbMATH Keywords

utilitysportprobabilitygamblinglive odds

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10) Probabilistic games; gambling (91A60)

Cites Work

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• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion
• Different Measures of Win Rate for Optimal Proportional Betting
• Markowitz portfolio theory for soccer spread betting
• Growth Versus Security in Dynamic Investment Analysis
• Numerical Optimization
• Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics
• Online portfolio selection
• The Kelly criterion for spread bets

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