On Kelly Betting: Some Limitations

Conference paper

B. Ross Barmish and 宗翰謝

Proceedings of the Annual Allerton Conference on Communication, Control, and Computing, pp.165-172

09/2015

Abstract

Stochastic Systems;Financial Engineering;Kelly Betting

1 Record Views

Title: On Kelly Betting: Some Limitations
Creators - without role: B. Ross Barmish - University of Wisconsin–Madison
宗翰謝 - University of Wisconsin–Madison
Publication Details: Proceedings of the Annual Allerton Conference on Communication, Control, and Computing, pp.165-172
Identifiers: 978-1-5090-1823-9; 9957768022106774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper