When to accept a sequence of gambles

DOI10.1016/J.JMATECO.2004.12.007MaRDI QIDQ2581293zbMATH OpenOpenAlexFDO

Authors Ola Hammarlid

Publication date 9 January 2006

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

Full work available at URL https://doi.org/10.1016/j.jmateco.2004.12.007

zbMATH Keywords

eventual acceptance propertyexpected utilityfallacy of large numberslarge deviationrate function

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

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Cites work

• Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• Large deviations for a general class of random vectors
• On Large Deviations from the Invariant Measure
• The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

Cited in

(1)

• Some Results for the Acceptance Urn Model

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