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Summary
| Description |
English: The figure plots the amount gained with a win on the x-axis against the fraction of portfolio to bet on the y-axis. This figure assumes p=0.5 (that the probability of both a win and a loss is 50%). If the amount gained with a win is 1, then the Kelly betting amount is $0, which makes sense in a fair bet with no expected gain. |
| Date | |
| Source | Own work |
| Author | Atnke |
Licensing
I, the copyright holder of this work, hereby publish it under the following license:
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 22:27, 30 November 2021 | | 1,455 × 842 (72 KB) | Atnke | Cross-wiki upload from en.wikipedia.org |
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