On the Optimal Gambling Strategy and Relative Risk Aversion

Wang, Sheng-Pen (PI)

Department of Industrial and Business Management

Project: National Science and Technology Council › National Science and Technology Council Academic Grants

Project IDs

Project ID:PF9007-1525
External Project ID:NSC90-2416-H182-009-SSS

Status	Finished
Effective start/end date	01/08/01 → 31/07/02

Keywords

Gambling
Dynamic programming
Risk aversion
Investment analysis
Kelly criterion
Myopic strategy

Access Project

https://www.grb.gov.tw/search/planDetail?id=638257