Kelly gambling with the stock market and banks

zbMATH Open1272.91044MaRDI QIDQ4913640FDOQ4913640

Authors: Ravi Phatarfod 

Publication date: 8 April 2013

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zbMATH Keywords

stock marketKelly criterionfixed compound interest

Mathematics Subject Classification ID

Portfolio theory (91G10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Cited In (1)

• Some aspects of gambling with the Kelly criterion

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