The Kelly Criterion in Blackjack Sports Betting, and the Stock Market
By E. Thorp. 2008
241 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/be7bf0c837214dabd650f98b52902ad7f92c06d4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
Citations in the corpus
- Optimal leverage from non-ergodicity (2009, result): “The result follows directly from Kelly's ( 1956 ) arguments, and several authors have come to the same conclusions using different methods (Kestner 2003 , Thorp 2006 ).”