Risk-Constrained Kelly Gambling

Enzo Busseti, Ernest K. Ryu and Stephen Boyd
The Journal of Investing Fall 2016, 25 (3) 118-134; DOI: https://doi.org/10.3905/joi.2016.25.3.118

Article Information

vol. 25 no. 3 118-134
DOI 
https://doi.org/10.3905/joi.2016.25.3.118
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online August 31, 2016.
Copyright & Usage 
© 2016 Pageant Media Ltd

Author Information

  1. Enzo Busseti
    1. is a PhD candidate in the Department of Management Science and Engineering at Stanford University in Stanford, CA. (ebusseti{at}stanford.edu)
  2. Ernest K. Ryu
    1. is a PhD candidate in the Institute for Computational and Mathematical Engineering at Stanford University in Stanford, CA. (eryu{at}stanford.edu)
  3. Stephen Boyd
    1. is the Samsung Professor of Engineering, and Professor of Electrical Engineering in the Information Systems Laboratory at Stanford University in Stanford, CA. (boyd{at}stanford.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Risk-Constrained Kelly Gambling
Enzo Busseti, Ernest K. Ryu, Stephen Boyd
The Journal of Investing Aug 2016, 25 (3) 118-134; DOI: 10.3905/joi.2016.25.3.118
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