Subtle price discrimination and surplus extraction under uncertainty

DOI10.1016/J.JMATECO.2013.08.004MaRDI QIDQ2452227zbMATH OpenOpenAlexFDO

Authors Eduardo Zambrano

Publication date 2 June 2014

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2013.08.004

zbMATH Keywords

asset allocationprice discriminationrisk managementexpected utility theoryKelly criterionbetting rules

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Probabilistic games; gambling (91A60)

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Cites work

• scientific article; zbMATH DE number 3179081 (Why is no real title available?)
• Optimal Gambling Systems for Favorable Games

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