Optimal betting with the Kelly criterion: applications to sports betting and stock market
Giani, Bernardo (A.A. 2021/2022) Optimal betting with the Kelly criterion: applications to sports betting and stock market. Tesi di Laurea in Gambling: probability and decision, Luiss Guido Carli, relatore Hlafo Alfie Mimun, pp. 60. [Bachelor's Degree Thesis]
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Abstract/Index
Fair and unfair games. Convergence of sequences of random variable. Betting system. Kelly criterion in superfair games. Finding f∗. Bets with V:1 odds. Simulations. Kelly criterion in sports betting strategies. Horse racing. Thorp’s analysis on sports betting. Kelly criterion with bookmaker’s quotes: application to football. Kelly criterion for asset allocation and money management. Stock market. Betting on correlated stocks. Continuous approximation.
References
Bibliografia: pp. 49-50.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Gambling: probability and decision |
| Thesis Supervisor: | Mimun, Hlafo Alfie |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Sep 2022 15:03 |
| Last Modified: | 27 Sep 2022 15:03 |
| URI: | https://tesi.luiss.it/id/eprint/33470 |
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