Article

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.
View Full Text

Cited By...

Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
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
del.icio.us logo Digg logo Reddit logo Twitter logo CiteULike logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section