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Mathematics of cube decisions relative to bankroll
Posted By: Maik Stiebler
Date: Friday, 10 May 2013, at 7:53 a.m.
In Response To: Mathematics of cube decisions relative to bankroll (AdamStocks)
The Kelly criterion is based on a logarithmic utility function, so it does take diminishing marginal utility into account.
Messages In This Thread
- Mathematics of cube decisions relative to bankroll
Rod -- Thursday, 9 May 2013, at 6:52 p.m.
- Mathematics of cube decisions relative to bankroll
Johan Segers -- Thursday, 9 May 2013, at 7:46 p.m.
- Mathematics of cube decisions relative to bankroll
AdamStocks -- Thursday, 9 May 2013, at 11:09 p.m.
- Mathematics of cube decisions relative to bankroll
Maik Stiebler -- Friday, 10 May 2013, at 7:53 a.m.
- Mathematics of cube decisions relative to bankroll
Timothy Chow -- Thursday, 9 May 2013, at 11:16 p.m.
- Mathematics of cube decisions relative to bankroll
lenny -- Friday, 10 May 2013, at 4:02 a.m.
- Mathematics of cube decisions relative to bankroll
Phil Simborg -- Friday, 10 May 2013, at 1:34 p.m.
- Simplistic answer
garyo -- Friday, 10 May 2013, at 2:24 p.m.
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