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A Mathandpoker bibliography on
Kelly Betting
Kelly betting
These are all somewhat technical articles.
A New Interpretation of Information Rate
, by J. L. Kelly, Jr.
Risk Formulas for Proportional Betting
by William Chin and Marc Ingenoso
An Optimal Betting Strategy for Repeated Games
by Gary Gottlieb.
The proportional Bettor's Return on Investment
by S. N. Ethier and S. Tavare'