Properties of the Kelly bets for pairs of binary wagers (Q2407791)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Properties of the Kelly bets for pairs of binary wagers
scientific article

    Statements

    Properties of the Kelly bets for pairs of binary wagers (English)
    0 references
    0 references
    0 references
    6 October 2017
    0 references
    0 references
    Kelly bet
    0 references
    binary wagers
    0 references
    mean-variance optimality
    0 references
    Markowitz criterion
    0 references
    0 references