Kelly betting can be too conservative

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner. Kelly betting can be too conservative. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 3695-3701, IEEE, 2016. [doi]

Authors

Chung-Han Hsieh

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B. Ross Barmish

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John A. Gubner

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