Can I read Kelly Criterion for Variable Pay-off on EtoBox?

Kelly Criterion for Variable Pay-off by Pérez-Marco, Ricardo is a scholarly article available to read on EtoBox.

What is Kelly Criterion for Variable Pay-off about?

We determine Kelly criterion for a game with variable pay-off. The Kelly fraction satisfies a fundamental integral equation and is smaller than the classical Kelly fraction for the same game with the constant average pay-off.

Author

Pérez-Marco, Ricardo

Published

2014

Language

EN