Kelly criterion

Known as: Kelley criterion, Kelly gambling, Kelly 
In probability theory and intertemporal portfolio choice, the Kelly criterion, Kelly strategy, Kelly formula, or Kelly bet, is a formula used to… (More)
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2014
2014
The Kelly criterion is a money management principle that beats any other approach in many respects. In particular, it maximizes… (More)
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2013
2013
The Kelly betting criterion ignores uncertainty in the probability of winning the bet, and uses an estimated probability. In… (More)
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2010
2010
This article analyses the risks and rewards involved in the litigation process, and whether it is beneficial for a victim to file… (More)
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2009
2009
In this paper, we study the Kelly criterion in the continuous time framework building on the work of E.O. Thorp and others. The… (More)
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Highly Cited
2008
Highly Cited
2008
Chris Urmson, Joshua Anhalt, Drew Bagnell, Christopher Baker, Robert Bittner, M. N. Clark, John Dolan, Dave Duggins, Tugrul… (More)
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Highly Cited
2008
Highly Cited
2008
Disk-based deduplication storage has emerged as the new-generation storage system for enterprise data protection to replace tape… (More)
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2007
2007
When John L. Kelly was working for Bell Labs, he observed analogies between calculation of the optimal player’s stake who enters… (More)
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2007
2007
The optimal betting strategy for a gambler betting on a discrete number of outcomes was determined by Kelly (1956, A new… (More)
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Highly Cited
1998
Highly Cited
1998
Rate Control for Communication Networks: Shadow Prices, Proportional Fairness and Stability Author(s): F. P. Kelly, A. K. Maulloo… (More)
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Highly Cited
1996
Highly Cited
1996
We derive optimal gambling and investment policies for cases in which the underlying stochastic process has parameter values that… (More)
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