Kelly Criterion Revisited: Optimal Bets
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- E. W. Piotrowski & M. Schroeder, 2007. "Kelly criterion revisited: optimal bets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 201-203, May.
- Edward W. Piotrowski & Malgorzata Schroeder, 2006. "Kelly Criterion revisited: optimal bets," Papers physics/0607166, arXiv.org.
References listed on IDEAS
- Piotrowski, Edward W. & Sładkowski, Jan, 2007.
"Geometry of financial markets—Towards information theory model of markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 228-234.
- Edward W. Piotrowski & Jan Sladkowski, "undated". "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics.
- Edward W. Piotrowski & Jan Sladkowski, 2006. "Geometry of Financial Markets -- Towards Information Theory Model of Markets," Papers physics/0607236, arXiv.org.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Piotrowski, Edward W. & Sładkowski, Jan, 2007.
"Geometry of financial markets—Towards information theory model of markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 228-234.
- Edward W. Piotrowski & Jan Sladkowski, "undated". "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics.
- Edward W. Piotrowski & Jan Sladkowski, 2006. "Geometry of Financial Markets -- Towards Information Theory Model of Markets," Papers physics/0607236, arXiv.org.
- Edward W. Piotrowski & Jan Sladkowski & Anna Szczypinska, "undated".
"Reinforcement Learning in Market Games,"
Departmental Working Papers
30, University of Bialtystok, Department of Theoretical Physics.
- Edward W. Piotrowski & Jan Sladkowski & Anna Szczypinska, 2007. "Reinforcement learning in market games," Papers 0710.0114, arXiv.org.
- Edward W. Piotrowski & Jerzy Luczka, "undated". "The relativistic velocity addition law optimizes a forecast gambler's profit," Departmental Working Papers 31, University of Bialtystok, Department of Theoretical Physics.
- Dominic Cortis & Steve Hales & Frank Bezzina, 2013. "Profiting On Inefficiencies In Betting Derivative Markets: The Case Of Uefa Euro 2012," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 7(1), pages 39-51.
- Luo, Yong & Zhu, Bo & Tang, Yong, 2014. "Simulated annealing algorithm for optimal capital growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 10-18.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Marcin Makowski & Edward W. Piotrowski & Piotr Frk{a}ckiewicz & Marek Szopa, 2022. "Transactional Interpretation for the Principle of Minimum Fisher Information," Papers 2203.12607, arXiv.org.
- F. Bagarello & E. Haven, 2014. "Towards a formalization of a two traders market with information exchange," Papers 1412.8725, arXiv.org.
- Szczypińska, Anna & Piotrowski, Edward W., 2008.
"Projective market model approach to AHP decision making,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3982-3986.
- Anna Szczypinska & Edward W. Piotrowski, "undated". "Projective Market Model Approach to AHP Decision-Making," Departmental Working Papers 32, University of Bialtystok, Department of Theoretical Physics.
- Anna Szczypinska & Edward W. Piotrowski, 2007. "Projective Market Model Approach to AHP Decision-Making," Papers 0709.4358, arXiv.org, revised Nov 2007.
- Szczypińska, Anna & Piotrowski, Edward W., 2009.
"Inconsistency of the judgment matrix in the AHP method and the decision maker’s knowledge,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 907-915.
- Anna Szczypinska & Edward W. Piotrowski, 2008. "Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge," Papers 0806.4876, arXiv.org, revised Nov 2008.
- Edward W. Piotrowski & Jerzy Luczka, "undated". "The relativistic velocity addition law optimizes a forecast gambler's profit," Departmental Working Papers 31, University of Bialtystok, Department of Theoretical Physics.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2006-09-16 (Financial Markets)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sla:eakjkl:24. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/epslapl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.