The proportional bettor's return on investment

DOI10.2307/3213893zbMath0527.60037OpenAlexW2044020746MaRDI QIDQ3042089

Simon Tavaré, Stewart N. Ethier

Publication date: 1983

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213893

zbMATH Keywords

convergence in distributiongamma distributionbetting systemsoptimal proportional betting to your return

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (5)

A note on constant proportion trading strategies ⋮ Growth-security profiles in capital accumulation under risk ⋮ Capital growth with security ⋮ The Action Gambler and Equal-Sized Wagering ⋮ High-risk and competitive investment models

This page was built for publication: The proportional bettor's return on investment