12 citations · 53 across the 22 of their papers we have counts for
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math.PR2014
Kelly criterion for variable pay-off
Ricardo Pérez-Marco
We determine Kelly criterion for a game with variable pay-off. The Kelly fraction satisfies a fundamental integral equation and is smaller than the classical Kelly fraction for the…
econ.GN2014★ 2 cited
A simple dynamical model leading to Pareto wealth distribution and stability
Ricardo Pérez-Marco
We propose a simple dynamical model of wealth evolution. The invariant distributions are of Pareto type and are dynamically stable as conjectured by Pareto.