Optimal betting under parameter uncertainty : improving the Kelly criterion
Rose D. Baker, Ian G. McHale
| Year of publication: |
2013
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|---|---|
| Authors: | Baker, Rose D. ; McHale, Ian |
| Published in: |
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS. - Catonsville, MD : Institute for Operations Research and the Management Sciences, ISSN 1545-8490, ZDB-ID 2141455-5. - Vol. 10.2013, 3, p. 189-199
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| Subject: | Kelly criterion | parameter risk | expected utility | bootstrap | tennis betting | shrinkage | Theorie | Theory | Glücksspiel | Gambling | Erwartungsnutzen | Expected utility | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010127787