Kelly criterion
Sign in to saveAlso known as Kelly formula
formula for bet sizing that maximise expected value
Wikidata facts
- Instance of
- formula
- Named after
- John Larry Kelly
Show 3 more facts
- discoverer or inventor
- John Larry Kelly
- time of discovery or invention
- 1956-00-00
- maintained by WikiProject
- WikiProject Mathematics
Sources (1)
via Wikidata · CC0