At What Frequency Should the Kelly Bettor Bet?

Conference paper

宗翰謝, B. Ross Barmish and John A. Gubner

Proceedings of the American Control Conference (ACC), pp.5485-5490

07/2018

Abstract

Stochastic Systems;Financial Engineering;Kelly Betting

1 Record Views

Title: At What Frequency Should the Kelly Bettor Bet?
Creators - without role: 宗翰謝 - University of Wisconsin–Madison
B. Ross Barmish - University of Wisconsin–Madison
John A. Gubner - University of Wisconsin–Madison
Publication Details: Proceedings of the American Control Conference (ACC), pp.5485-5490
Identifiers: 978-1-5386-5429-3; 9957767665606774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper