Joseph B. Kadane. Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics. Decision Analysis, 8(1):4-9, 2011. [doi]
@article{Kadane11,
title = {Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics},
author = {Joseph B. Kadane},
year = {2011},
doi = {10.1287/deca.1100.0197},
url = {http://dx.doi.org/10.1287/deca.1100.0197},
researchr = {https://researchr.org/publication/Kadane11},
cites = {0},
citedby = {0},
journal = {Decision Analysis},
volume = {8},
number = {1},
pages = {4-9},
}