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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1287/deca.2013.0271
+Normal rank
@@ Property / OpenAlex ID @@
+W2091865295
@@ Property / OpenAlex ID: W2091865295 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical decision theory and Bayesian analysis. 2nd ed
+Normal rank
@@ Property / cites work @@
+The Kelly criterion for spread bets
@@ Property / cites work: The Kelly criterion for spread bets / rank @@
+Normal rank
@@ Property / cites work @@
+Q5727620
@@ Property / cites work: Q5727620 / rank @@
+Normal rank
@@ Property / cites work @@
+Different Measures of Win Rate for Optimal Proportional Betting
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Tailored Scoring Rules for Probabilities
@@ Property / cites work: Tailored Scoring Rules for Probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics
+Normal rank
@@ Property / cites work @@
+Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
+Normal rank
@@ Property / cites work @@
+Growth versus security tradeoffs in dynamic investment analysis
+Normal rank
@@ Property / cites work @@
+Growth Versus Security in Dynamic Investment Analysis
+Normal rank
@@ Property / cites work @@
+Time to wealth goals in capital accumulation
@@ Property / cites work: Time to wealth goals in capital accumulation / rank @@
+Normal rank
@@ Property / cites work @@
+Capital growth with security
@@ Property / cites work: Capital growth with security / rank @@
+Normal rank
@@ Property / cites work @@
+Repeated Gambles, Learning, and Risk Aversion
@@ Property / cites work: Repeated Gambles, Learning, and Risk Aversion / rank @@
+Normal rank
@@ Property / cites work @@
+The Kelly Criterion and the Stock Market
@@ Property / cites work: The Kelly Criterion and the Stock Market / rank @@
+Normal rank