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Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion

by Lucky | Jan 7, 2022 | Analysis

Link that can be used : https://pubsonline.informs.org/doi/abs/10.1287/deca.2013.0271 The term paper is expected to provide: a clear description of the decision problem considered in the selected reference (3 pts),a summary of the main results obtained in the paper (3...

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