The Kelly criterion and the stock market

By Louis M. Rotando, E. Thorp. 1992

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Bryan Lim
2. Stefan Zohren
3. Stephen J. Roberts
4. W. D. Penny
5. Ioana Bica
6. Si Chen
7. Michael A. Osborne
8. Qingsong Wen

Citations in the corpus

• Enhancing Time-Series Momentum Strategies Using Deep Neural Networks (2019, methodology): “This is also echoed in betting strategies such as the Kelly criterion (Rotando and Thorp 1992), which requires both win/loss probabilities and betting odds for optimal sizing in binomial games.”