The Kelly system maximizes median fortune (Q4660549)

scientific article; zbMATH DE number 2151073

Language	Label	Description	Also known as
English	The Kelly system maximizes median fortune	scientific article; zbMATH DE number 2151073

Statements

instance of

scholarly article

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title

The Kelly system maximizes median fortune (English)

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zbMATH Open document ID

1062.60045

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DOI

10.1239/jap/1101840570

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author

Stewart N. Ethier

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published in

Journal of Applied Probability

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publication date

4 April 2005

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full work available at URL

https://semanticscholar.org/paper/b8a2f998ceab2d8a139d56cbac205e75e55f0d0d

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Mathematics Subject Classification ID

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gambling

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optimal proportional betting

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MaRDI profile type

MaRDI publication profile

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On the limiting behaviour of the mode and median of a sum of independent random variables

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The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions

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Optimal Investment Strategy for Risky Assets

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Sitelinks

Mathematics(1 entry)

mardi Publication:4660549