On the Analysis of Kelly Criterion and Its Application

Author:

Wu Mu-En,Chung Wei-Ho,Lee Chia-Jung

Publisher

Springer International Publishing

Reference14 articles.

1. Kelly, J.L.: A new interpretation of information rate. Bell Labs Tech. J. 35(4), 917–926 (1956)

2. William, L.R.: How I Made One Million Dollars Last Year Trading Commodities. Windsor Books, Publisher (1979)

3. Thorp, E.: Beat the Dealer: A Winning Strategy for the Game of Twenty-One

4. Vince, R.: The Mathematics of Money Management, Risk Analysis Techniques for Traders, A Wiley Finance Edition. Wiley (1992)

5. Cover, T.M., Thomas, J.A.: Elements of Information Theory, Wiley Series in Telecommunications and Signal Processing (2006)

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1. Informative index for investment based on Kelly criterion;Enterprise Information Systems;2021-06-14

2. Determination of Profit Quantification on Kelly Betting Based on Relative Entropy;Quality Technology & Quantitative Management;2021-04-12

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