2023 The subject Optimal Betting Under Parameter Uncertainty Improving the Kelly Criterion Link that
Business Finance 2023 Term Paper For Decision Analysis Course
The subject Optimal Betting Under Parameter Uncertainty Improving the Kelly Criterion Link that 2023
The subject : Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion
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 pts),
– a discussion of the model and the results (4 pts),
– systematic numerical experiments to explore a particular aspect or a variant of the problem (5 pts).
https://pubsonline.informs.org/doi/abs/10.1287/deca.2013.0271
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