Markowitz portfolio theory for soccer spread betting

DOI10.1093/IMAMAN/DPN028zbMATH Open1169.91325OpenAlexW1988517442MaRDI QIDQ3395679FDOQ3395679

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

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zbMATH Keywords

portfolio theoryarbitragesports bettingsoccer bettingspread betting

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Cited In (3)

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

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