Kelly criterion (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Kelly criterion" in English language version.

refsWebsite

Global rank English rank

7doi.org

2^nd place

3arxiv.org

69^th place

59^th place

3semanticscholar.org

11^th place

8^th place

2edwardothorp.com

low place

2archive.org

6^th place

2ssrn.com

703^rd place

501^st place

2jstor.org

26^th place

20^th place

2researchgate.net

120^th place

125^th place

1princeton.edu

741^st place

577^th place

1worldcat.org

5^th place

1web.archive.org

1^st place

1harvard.edu

18^th place

17^th place

1economist.com

254^th place

236^th place

1nrbook.com

low place

1projecteuclid.org

3,707^th place

2,409^th place

1ams.org

451^st place

277^th place

1fullerton.edu

low place

8,094^th place

1nih.gov

4^th place

ams.org

mathscinet.ams.org

Thorp, E. O. (1969). "Optimal Gambling Systems for Favorable Games". Revue de l'Institut International de Statistique / Review of the International Statistical Institute. 37 (3). International Statistical Institute (ISI): 273–293. doi:10.2307/1402118. JSTOR 1402118. MR 0135630.

archive.org

Pabrai, Mohnish (2007), The Dhandho Investor: The Low-Risk Value Method to High Returns, Wiley, ISBN 978-0-470-04389-9
Poundstone, William (2005), Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street, New York: Hill and Wang, ISBN 0-8090-4637-7

arxiv.org

Haghani, Victor; Dewey, Richard (19 October 2016). "Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin". SSRN 2856963. arXiv:1701.01427
Turlakov, Mihail (2017). "Leverage and Uncertainty". Journal of Investment Strategies, Pp 81-97. 6. arXiv:1612.07194. doi:10.21314/JOIS.2017.087.
Peters, Ole; Gell-Mann, Murray (2015), "Evaluating gambles using dynamics", Chaos: An Interdisciplinary Journal of Nonlinear Science, 26 (2): 023103, arXiv:1405.0585, doi:10.1063/1.4940236, PMID 26931584, S2CID 9726238

doi.org

Kelly, J. L. (1956). "A New Interpretation of Information Rate" (PDF). Bell System Technical Journal. 35 (4): 917–926. doi:10.1002/j.1538-7305.1956.tb03809.x.
Thorp, E. O.; Rotando, Louis M. (1992). "The Kelly criterion and the Stock Market" (PDF). The American Mathematical Monthly. 99 (10): 922–931. doi:10.1080/00029890.1992.11995955.
Turlakov, Mihail (2017). "Leverage and Uncertainty". Journal of Investment Strategies, Pp 81-97. 6. arXiv:1612.07194. doi:10.21314/JOIS.2017.087.
Thorp, E. O. (1969). "Optimal Gambling Systems for Favorable Games". Revue de l'Institut International de Statistique / Review of the International Statistical Institute. 37 (3). International Statistical Institute (ISI): 273–293. doi:10.2307/1402118. JSTOR 1402118. MR 0135630.
Bernoulli, Daniel (1954). "Exposition of a New Theory on the Measurement of Risk" (PDF). Econometrica. 22 (1). The Econometric Society: 22–36. doi:10.2307/1909829. JSTOR 1909829. S2CID 9165746. English translation of 1738 paper.
Peters, Ole; Gell-Mann, Murray (2015), "Evaluating gambles using dynamics", Chaos: An Interdisciplinary Journal of Nonlinear Science, 26 (2): 023103, arXiv:1405.0585, doi:10.1063/1.4940236, PMID 26931584, S2CID 9726238
Ford, Matthew; Kay, John (2022), Psychology is Fundamental: The Limitations of Growth-Optimal Approaches to Decision Making under Uncertainty, doi:10.2139/ssrn.4140625, S2CID 250132554

economist.com

"Buttonwood", "Irrational tossers", The Economist, 1 November 2016.

edwardothorp.com

Thorp, Edward O.; Kassouf, Sheen T. (1967), Beat the Market: A Scientific Stock Market System (PDF), Random House, ISBN 0-394-42439-5, archived from the original (PDF) on 2009-10-07, page 184f.
Thorp, E. O.; Rotando, Louis M. (1992). "The Kelly criterion and the Stock Market" (PDF). The American Mathematical Monthly. 99 (10): 922–931. doi:10.1080/00029890.1992.11995955.

fullerton.edu

psych.fullerton.edu

Bernoulli, Daniel (1954). "Exposition of a New Theory on the Measurement of Risk" (PDF). Econometrica. 22 (1). The Econometric Society: 22–36. doi:10.2307/1909829. JSTOR 1909829. S2CID 9165746. English translation of 1738 paper.

harvard.edu

eecs.harvard.edu

Thorp, Edward O. (June 1997). "The Kelly criterion in blackjack, sports betting, and the stock market" (PDF). 10th International Conference on Gambling and Risk Taking. Montreal. Retrieved 2024-03-20.

jstor.org

Thorp, E. O. (1969). "Optimal Gambling Systems for Favorable Games". Revue de l'Institut International de Statistique / Review of the International Statistical Institute. 37 (3). International Statistical Institute (ISI): 273–293. doi:10.2307/1402118. JSTOR 1402118. MR 0135630.
Bernoulli, Daniel (1954). "Exposition of a New Theory on the Measurement of Risk" (PDF). Econometrica. 22 (1). The Econometric Society: 22–36. doi:10.2307/1909829. JSTOR 1909829. S2CID 9165746. English translation of 1738 paper.

nih.gov

pubmed.ncbi.nlm.nih.gov

Peters, Ole; Gell-Mann, Murray (2015), "Evaluating gambles using dynamics", Chaos: An Interdisciplinary Journal of Nonlinear Science, 26 (2): 023103, arXiv:1405.0585, doi:10.1063/1.4940236, PMID 26931584, S2CID 9726238

nrbook.com

apps.nrbook.com

Press, W. H.; Teukolsky, S. A.; Vetterling, W. T.; Flannery, B. P. (2007), "Section 14.7 (Example 2.)", Numerical Recipes: The Art of Scientific Computing (3rd ed.), New York: Cambridge University Press, ISBN 978-0-521-88068-8

princeton.edu

Kelly, J. L. (1956). "A New Interpretation of Information Rate" (PDF). Bell System Technical Journal. 35 (4): 917–926. doi:10.1002/j.1538-7305.1956.tb03809.x.

projecteuclid.org

Thorp, E. O. (1969). "Optimal Gambling Systems for Favorable Games". Revue de l'Institut International de Statistique / Review of the International Statistical Institute. 37 (3). International Statistical Institute (ISI): 273–293. doi:10.2307/1402118. JSTOR 1402118. MR 0135630.

researchgate.net

Smoczynski, Peter; Tomkins, Dave (2010). "An explicit solution to the problem of optimizing the allocations of a bettor's wealth when wagering on horse races". Mathematical Scientist. 35 (1): 10–17.
Marek, Patrice; Ťoupal, Tomáš; Vávra, František (2016). Efficient Distribution of Investment Capital. 34th International Conference Mathematical Methods in Economics. pp. 540–545. MME2016.

semanticscholar.org

api.semanticscholar.org

Bernoulli, Daniel (1954). "Exposition of a New Theory on the Measurement of Risk" (PDF). Econometrica. 22 (1). The Econometric Society: 22–36. doi:10.2307/1909829. JSTOR 1909829. S2CID 9165746. English translation of 1738 paper.
Peters, Ole; Gell-Mann, Murray (2015), "Evaluating gambles using dynamics", Chaos: An Interdisciplinary Journal of Nonlinear Science, 26 (2): 023103, arXiv:1405.0585, doi:10.1063/1.4940236, PMID 26931584, S2CID 9726238
Ford, Matthew; Kay, John (2022), Psychology is Fundamental: The Limitations of Growth-Optimal Approaches to Decision Making under Uncertainty, doi:10.2139/ssrn.4140625, S2CID 250132554

ssrn.com

papers.ssrn.com

Haghani, Victor; Dewey, Richard (19 October 2016). "Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin". SSRN 2856963. arXiv:1701.01427
Nekrasov, Vasily (2013). "Kelly Criterion for Multivariate Portfolios: A Model-Free Approach". SSRN 2259133.

web.archive.org

Thorp, Edward O.; Kassouf, Sheen T. (1967), Beat the Market: A Scientific Stock Market System (PDF), Random House, ISBN 0-394-42439-5, archived from the original (PDF) on 2009-10-07, page 184f.

worldcat.org

search.worldcat.org

Thorp, Edward O. (1966). Beat the dealer: a winning strategy for the game of twenty-one: a scientific analysis of the world-wide game known variously as blackjack, twenty-one, vingt-et-un, pontoon, or van-john. New York: Random House. ISBN 0-394-70310-3. OCLC 655875.