Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion (Q3121146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion |
scientific article |
Statements
Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion (English)
0 references
20 March 2019
0 references
Kelly criterion
0 references
parameter risk
0 references
expected utility
0 references
bootstrap
0 references
tennis betting
0 references
shrinkage
0 references
