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The kelly criterion in blackjack sports betting, and the stock market · Study

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ChapterThe kelly criterion in blackjack sports betting, and the stock market

Edward O. Thorp2008

Chapter2008

The kelly criterion in blackjack sports betting, and the stock market

Edward O. Thorp

156 citations·0/0 files stored·Elsevier eBooks

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

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1973The Pricing of Options and Corporate Liabilities

Cited by

2003The Stochastic Programming Approach to Asset, Liability, and Wealth Management 2005The Symmetric Downside-Risk Sharpe Ratio 2010Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria 2003Capital growth with security 2009Analysis of the rebalancing frequency in log-optimal portfolio selection 2012On the History of the Growth-Optimal Portfolio 2011Machine Learning for Financial Engineering 2017Evolution, Finance, and the Population Genetics of Relative Wealth

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1976Theory of the firm: Managerial behavior, agency costs and ownership structurearticle · 1 shared reference 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*article · 1 shared reference 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Optionsarticle · 1 shared reference 1977An equilibrium characterization of the term structurearticle · 1 shared reference 1979Option pricing: A simplified approacharticle · 1 shared reference 1976Option pricing when underlying stock returns are discontinuousarticle · 1 shared reference

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Year2008

Typechapter

Published2008-01-01

VenueElsevier eBooks

Languageen

Citations156

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/b978-044453248-0.50015-0

openalex_workW2163276114

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