The Kelly criterion in blackjack sports betting, and the stock market
Gespeichert in:
| Veröffentlicht in: | Handbook of asset and liability management ; Vol. 1: Theory and methodology |
|---|---|
| 1. Verfasser: | |
| Pages: | 1 |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2006
|
| Schlagworte: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
| Dynamic asset allocation strategies using a stochastic dynamic programming approach | 2006 | Infanger, Gerd |
| Stochastic programming models for asset liability management | 2006 | Kouwenberg, Roy |
| Bond portfolio management via stochastic programming | 2006 | Bertocchi, Marida |
| Enterprise-wide asset and liability management: issues, institutions, and models | 2006 | Rosen, Dan |
| Protecting investors against changes in interest rates | 2006 | La Grandville, Olivier de |
| Risk-return analysis | 2006 | Markowitz, Harry |
| The Kelly criterion in blackjack sports betting, and the stock market | 2006 | Thorp, Edward O. |
| Capital growth : theory and practice | 2006 | MacLean, Leonard C. |
| Term and volatility structures | 2006 | Wets, Roger J.-B. |
| Perturbation methods for dynamic portfolio allocation problems | 2006 | Chacko, George |