Optimal betting under parameter uncertainty : improving the Kelly criterion
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 | Erwartungsnutzen | Expected utility | Risiko | Risk | Glücksspiel | Gambling | Bootstrap-Verfahren | Bootstrap approach | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion |
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