OPTIMAL GAMBLING SYSTEMS FOR FAVORABLE GAMES

L. Breiman

Chapter 5 in The Kelly Capital Growth Investment Criterion:Theory and Practice, 2011, pp 47-60 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe nature of Λ*The asymptotic time minimization problemAsymptotic magnitude problemProblems with finite goals in coin tossingREFERENCES

Keywords: Kelly Criterion; Dynamic Investment Analysis; Capital Growth Theory; Sports Betting; Hedge Fund Strategies; Speculative Investing; Fortune 's Formula (search for similar items in EconPapers)
Date: 2011
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