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Volumn 1, Issue , 2008, Pages 385-428

The Kelly Criterion in Blackjack Sports Betting, and the Stock Market

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EID: 84882534217     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-044453248-0.50015-0     Document Type: Chapter
Times cited : (118)

References (31)
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    • 1997 Annual Report 1998, Associates First Capital Corporation, Associates First Capital Corporation, Dallas, TX.
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    • The pricing of options and corporate liabilities
    • Black F., Scholes M. The pricing of options and corporate liabilities. Journal of Political Economy 1973, 81:637-659.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 5
    • 0032022128 scopus 로고    scopus 로고
    • The return on investment from proportional investment strategies
    • Browne S. The return on investment from proportional investment strategies. Advances in Applied Probability 1997, 30(1):216-238.
    • (1997) Advances in Applied Probability , vol.30 , Issue.1 , pp. 216-238
    • Browne, S.1
  • 6
    • 78650695579 scopus 로고    scopus 로고
    • Rawson Associates, Simon and Schuster, New York
    • Buffett M., Clark D. Buffettology 1997, Rawson Associates, Simon and Schuster, New York.
    • (1997) Buffettology
    • Buffett, M.1    Clark, D.2
  • 12
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    • Private correspondence
    • Hecht, R., 1995. Private correspondence.
    • (1995)
    • Hecht, R.1
  • 13
    • 84882495643 scopus 로고    scopus 로고
    • Ibbotson Associates, Ibbotson Associates, Chicago, (or any later edition)
    • Yearbook: Stocks, Bonds, Bills and Inflation 1998, Ibbotson Associates, Ibbotson Associates, Chicago, (or any later edition).
    • (1998) Yearbook: Stocks, Bonds, Bills and Inflation
  • 14
    • 84882503280 scopus 로고    scopus 로고
    • Institutional Investor, (see p. 44), March
    • Ivory Tower Investing 1998, 43-55. Institutional Investor, (see p. 44), March.
    • (1998) Ivory Tower Investing , pp. 43-55
  • 15
    • 0000733254 scopus 로고
    • A new interpretation of information rate
    • Kelly J.L. A new interpretation of information rate. Bell System Technical Journal 1956, 35:917-926.
    • (1956) Bell System Technical Journal , vol.35 , pp. 917-926
    • Kelly, J.L.1
  • 17
    • 84882485668 scopus 로고    scopus 로고
    • Risk and utility: basics
    • Wiley, New York, Chapter 2, Bernstein, Damodaran (Eds.)
    • Kritzman M. Risk and utility: basics. Investment Management 1998, Wiley, New York, Chapter 2. Bernstein, Damodaran (Eds.).
    • (1998) Investment Management
    • Kritzman, M.1
  • 20
    • 78650261840 scopus 로고
    • Latane's bequest: the best of portfolio strategies
    • Winter
    • McEnally R.W. Latane's bequest: the best of portfolio strategies. Journal of Portfolio Management 1986, 12(2):21-30. Winter.
    • (1986) Journal of Portfolio Management , vol.12 , Issue.2 , pp. 21-30
    • McEnally, R.W.1
  • 21
    • 84882500119 scopus 로고
    • Using the Sharpe ratio to evaluate investments
    • February. Trans Time Inc., Oakland, CA
    • Quaife A. Using the Sharpe ratio to evaluate investments. The Trans Times 1995, 4(1). February. Trans Time Inc., Oakland, CA.
    • (1995) The Trans Times , vol.4 , Issue.1
    • Quaife, A.1
  • 22
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    • The Kelly criterion and the stock market
    • December
    • Rotando L.M., Thorp E.O. The Kelly criterion and the stock market. American Mathematical Monthly 1992, 99:922-931. December.
    • (1992) American Mathematical Monthly , vol.99 , pp. 922-931
    • Rotando, L.M.1    Thorp, E.O.2


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