Kelly Betting Can Be Too Conservative

Conference paper

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

Proceedings of the IEEE Conference on Decision and Control (CDC), pp.3695-3701

12/2016

Abstract

Stochastic Systems;Financial Engineering;Kelly Betting

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Title: Kelly Betting Can Be Too Conservative
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 IEEE Conference on Decision and Control (CDC), pp.3695-3701
Identifiers: 978-1-5090-1838-3; 9957769589006774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper