Markowitz portfolio theory for soccer spread betting

DOI10.1093/IMAMAN/DPN028MaRDI QIDQ3395679zbMATH OpenOpenAlexFDO

Authors A. D. Fitt

Publication date 13 September 2009

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/9ec33cc48e015710fe677f2559da96eb1a772b9d

zbMATH Keywords

portfolio theoryarbitragesports bettingsoccer bettingspread betting

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Recommendations

• Valuation of soccer spread bets
• The Kelly criterion for spread bets
• scientific article; zbMATH DE number 269848
• Bet hedging for fixed quota
• Kelly's fractional staking updated for betting exchanges

Cited in

(3)

• Relative pricing of binary options in live soccer betting markets
• Valuation of soccer spread bets
• In-game betting and the Kelly criterion

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