TY  - JOUR
AU  - Dinis Vizcaíno, Luis Ignacio
AU  - Unterberger, J.
AU  - Lacoste, D.
PY  - 2020
DO  - 10.1209/0295-5075/131/60005
SN  - 0295-5075
UR  - https://hdl.handle.net/20.500.14352/8295
T2  - EPL
AB  - Kelly's criterion is a betting strategy that maximizes the long-term growth rate, but which is known to be risky. Here, we find optimal betting strategies that gives the highest capital growth rate while keeping a certain low value of risky...
LA  - eng
PB  - EPL Association, European Physical Society
KW  - Physics
KW  - Multidisciplinary
TI  - Phase transitions in optimal betting strategies
TY  - journal article
VL  - 131
ER  -