Garivaltis, Alex Game-theoretic optimal portfolios for jump diffusions. (English) Zbl 1443.91258 Games 10, No. 1, Paper No. 8, 9 p. (2019). MSC: 91G10 91A05 91A80 60J74 PDF BibTeX XML Cite \textit{A. Garivaltis}, Games 10, No. 1, Paper No. 8, 9 p. (2019; Zbl 1443.91258) Full Text: DOI
Wójtowicz, Michał A counterexample to the Fortune’s formula investing method. (English) Zbl 1422.91671 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 2, 749-767 (2019). MSC: 91G10 91A05 91A60 PDF BibTeX XML Cite \textit{M. Wójtowicz}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 2, 749--767 (2019; Zbl 1422.91671) Full Text: DOI
Byrnes, Tim; Barnett, Tristan Generalized framework for applying the Kelly criterion to stock markets. (English) Zbl 1396.91677 Int. J. Theor. Appl. Finance 21, No. 5, Article ID 1850033, 13 p. (2018). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{T. Byrnes} and \textit{T. Barnett}, Int. J. Theor. Appl. Finance 21, No. 5, Article ID 1850033, 13 p. (2018; Zbl 1396.91677) Full Text: DOI
Melnyk, Yaroslav; Seifried, Frank Thomas Small-cost asymptotics for long-term growth rates in incomplete markets. (English) Zbl 1390.91283 Math. Finance 28, No. 2, 668-711 (2018). MSC: 91G10 90C46 91B70 PDF BibTeX XML Cite \textit{Y. Melnyk} and \textit{F. T. Seifried}, Math. Finance 28, No. 2, 668--711 (2018; Zbl 1390.91283) Full Text: DOI
Eisenberg, Bennett; Diao, Shuotao Properties of the Kelly bets for pairs of binary wagers. (English) Zbl 1405.91085 Stat. Probab. Lett. 125, 215-219 (2017). MSC: 91A60 PDF BibTeX XML Cite \textit{B. Eisenberg} and \textit{S. Diao}, Stat. Probab. Lett. 125, 215--219 (2017; Zbl 1405.91085) Full Text: DOI
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin Dynamic limit growth indices in discrete time. (English) Zbl 1338.91158 Stoch. Models 31, No. 3, 494-523 (2015). MSC: 91G70 62P05 60G42 91B30 91B84 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Stoch. Models 31, No. 3, 494--523 (2015; Zbl 1338.91158) Full Text: DOI arXiv
Hajiabadi, Mohammad; Kapron, Bruce M. Gambling, computational information and encryption security. (English) Zbl 1375.94131 Lehmann, Anja (ed.) et al., Information theoretic security. 8th international conference, ICITS 2015, Lugano, Switzerland, May 2–5, 2015. Proceedings. Cham: Springer (ISBN 978-3-319-17469-3/pbk; 978-3-319-17470-9/ebook). Lecture Notes in Computer Science 9063, 141-158 (2015). MSC: 94A60 91A60 94A17 PDF BibTeX XML Cite \textit{M. Hajiabadi} and \textit{B. M. Kapron}, Lect. Notes Comput. Sci. 9063, 141--158 (2015; Zbl 1375.94131) Full Text: DOI
Zambrano, Eduardo Subtle price discrimination and surplus extraction under uncertainty. (English) Zbl 1297.91044 J. Math. Econ. 52, 153-161 (2014). MSC: 91A60 91G80 PDF BibTeX XML Cite \textit{E. Zambrano}, J. Math. Econ. 52, 153--161 (2014; Zbl 1297.91044) Full Text: DOI
Baker, Rose D.; McHale, Ian G. Optimal betting under parameter uncertainty: improving the Kelly criterion. (English) Zbl 1409.91063 Decis. Anal. 10, No. 3, 189-199 (2013). MSC: 91A60 62P20 PDF BibTeX XML Cite \textit{R. D. Baker} and \textit{I. G. McHale}, Decis. Anal. 10, No. 3, 189--199 (2013; Zbl 1409.91063) Full Text: DOI
Benko, David Get rich slowly, almost surely. (English) Zbl 1386.91120 Math. Gaz. 96, No. 536, 226-235 (2012). MSC: 91G10 91G20 60J65 PDF BibTeX XML Cite \textit{D. Benko}, Math. Gaz. 96, No. 536, 226--235 (2012; Zbl 1386.91120) Full Text: DOI
Phatarfod, Ravi Kelly gambling with the stock market and banks. (English) Zbl 1272.91044 Math. Sci. 37, No. 2, 132-140 (2012). MSC: 91A60 60G40 91G10 PDF BibTeX XML Cite \textit{R. Phatarfod}, Math. Sci. 37, No. 2, 132--140 (2012; Zbl 1272.91044)
Ziemba, William T.; MacLean, Leonard C. Using the Kelly criterion for investing. (English) Zbl 1405.91576 Bertocchi, Marida (ed.) et al., Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10–20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27–31, 2007. New York, NY: Springer (ISBN 978-1-4419-9585-8/hbk; 978-1-4419-9586-5/ebook). International Series in Operations Research & Management Science 163, 3-20 (2011). MSC: 91G10 PDF BibTeX XML Cite \textit{W. T. Ziemba} and \textit{L. C. MacLean}, in: Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10--20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27--31, 2007. New York, NY: Springer. 3--20 (2011; Zbl 1405.91576) Full Text: DOI
Phatarfod, Ravi Further aspects of gambling with the Kelly criterion. (English) Zbl 1228.91018 Math. Sci. 36, No. 1, 47-56 (2011). MSC: 91A60 60G40 PDF BibTeX XML Cite \textit{R. Phatarfod}, Math. Sci. 36, No. 1, 47--56 (2011; Zbl 1228.91018)
Stutzer, Michael A simple Parrondo paradox. (English) Zbl 1198.91064 Math. Sci. 35, No. 1, 23-28 (2010). MSC: 91B06 PDF BibTeX XML Cite \textit{M. Stutzer}, Math. Sci. 35, No. 1, 23--28 (2010; Zbl 1198.91064)
Smoczynski, Peter; Tomkins, Dave An explicit solution to the problem of optimizing the allocations of a bettor’s wealth when wagering on horse races. (English) Zbl 1197.49027 Math. Sci. 35, No. 1, 10-17 (2010). MSC: 49K45 65C50 93E20 90C46 90C25 90C90 PDF BibTeX XML Cite \textit{P. Smoczynski} and \textit{D. Tomkins}, Math. Sci. 35, No. 1, 10--17 (2010; Zbl 1197.49027)
Lv, Yingdong; Meister, Bernhard K. Implication of the Kelly criterion for multi-dimensional processes. (English) Zbl 1203.91276 Int. J. Theor. Appl. Finance 13, No. 1, 93-112 (2010). MSC: 91G10 60J70 91A80 91A60 91B30 PDF BibTeX XML Cite \textit{Y. Lv} and \textit{B. K. Meister}, Int. J. Theor. Appl. Finance 13, No. 1, 93--112 (2010; Zbl 1203.91276) Full Text: DOI
Kuhn, Daniel; Luenberger, David G. Analysis of the rebalancing frequency in log-optimal portfolio selection. (English) Zbl 1202.91300 Quant. Finance 10, No. 2, 221-234 (2010). Reviewer: Tamás Mátrai (Budapest) MSC: 91G10 PDF BibTeX XML Cite \textit{D. Kuhn} and \textit{D. G. Luenberger}, Quant. Finance 10, No. 2, 221--234 (2010; Zbl 1202.91300) Full Text: DOI
Hartvigsen, David The action gambler and equal-sized wagering. (English) Zbl 1159.91327 J. Appl. Probab. 46, No. 1, 35-54 (2009). MSC: 91A60 90C30 60G40 90C90 PDF BibTeX XML Cite \textit{D. Hartvigsen}, J. Appl. Probab. 46, No. 1, 35--54 (2009; Zbl 1159.91327) Full Text: DOI
Davis, Mark; Lleo, Sébastien Risk-sensitive benchmarked asset management. (English) Zbl 1140.91383 Quant. Finance 8, No. 4, 415-426 (2008). MSC: 91G10 PDF BibTeX XML Cite \textit{M. Davis} and \textit{S. Lleo}, Quant. Finance 8, No. 4, 415--426 (2008; Zbl 1140.91383) Full Text: DOI
Ziemba, Rachel E. S.; Ziemba, William T. Scenarios for risk management and global investment strategies. (English) Zbl 1157.91001 Wiley Finance Series. Chichester: John Wiley & Sons (ISBN 978-0-470-31924-6/hbk). xix, 315 p. (2007). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 91B28 PDF BibTeX XML Cite \textit{R. E. S. Ziemba} and \textit{W. T. Ziemba}, Scenarios for risk management and global investment strategies. Chichester: John Wiley \& Sons (2007; Zbl 1157.91001)
Johnstone, David Economic Darwinism: Who has the best probabilities? (English) Zbl 1142.91460 Theory Decis. 62, No. 1, 47-96 (2007). MSC: 91B24 62C10 PDF BibTeX XML Cite \textit{D. Johnstone}, Theory Decis. 62, No. 1, 47--96 (2007; Zbl 1142.91460) Full Text: DOI
Edelman, David On the financial value of information. (English) Zbl 0984.91041 Ann. Oper. Res. 100, 123-132 (2000). MSC: 91B28 PDF BibTeX XML Cite \textit{D. Edelman}, Ann. Oper. Res. 100, 123--132 (2000; Zbl 0984.91041) Full Text: DOI
Rotando, Louis M.; Thorp, Edward O. The Kelly criterion and the stock market. (English) Zbl 0768.90105 Am. Math. Mon. 99, No. 10, 922-931 (1992). MSC: 91A60 91B28 PDF BibTeX XML Cite \textit{L. M. Rotando} and \textit{E. O. Thorp}, Am. Math. Mon. 99, No. 10, 922--931 (1992; Zbl 0768.90105) Full Text: DOI
Griffin, Peter A. Different measures of win rate for optimal proportional betting. (English) Zbl 0551.90055 Manage. Sci. 30, 1540-1547 (1984). MSC: 90B99 60G40 PDF BibTeX XML Cite \textit{P. A. Griffin}, Manage. Sci. 30, 1540--1547 (1984; Zbl 0551.90055) Full Text: DOI
Finkelstein, Mark; Whitley, Robert Optimal strategies for repeated games. (English) Zbl 0456.90100 Adv. Appl. Probab. 13, 415-428 (1981). MSC: 91A99 91B28 60G48 PDF BibTeX XML Cite \textit{M. Finkelstein} and \textit{R. Whitley}, Adv. Appl. Probab. 13, 415--428 (1981; Zbl 0456.90100) Full Text: DOI