scientific article; zbMATH DE number 269848

zbMATH Open0772.60004MaRDI QIDQ5288700FDOQ5288700

Authors: Ernest Enns, D. D. Tomkins 

Publication date: 17 August 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

gamblinghorse-racing modelmaximization of assets

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• Expectation and optimal \(f\): expected growth with and without reinvestment for discretely-distributed outcomes of finite length as a basis in evolutionary decision-making
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• On the positive expected utility of combination wagers
• An optimal betting strategy for repeated games
• Betting and Equilibrium
• Bet hedging for fixed quota
• Optimal Strategies for Sports Betting Pools
• Optimal bookmaking
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• Horse racing odds: can you beat the track by hedging your bets?
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• Issues Related to Sports Gambling
• BETTER PRIORS FOR BAYESIAN BETTORS
• Different Measures of Win Rate for Optimal Proportional Betting
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• Properties of the Kelly bets for pairs of binary wagers
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• Markowitz portfolio theory for soccer spread betting
• Kelly's fractional staking updated for betting exchanges
• Stochastic programming and optimization in horserace betting

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