File:Kelly Criterion p=0.5.jpg

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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.
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Author Atnke

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30 November 2021

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current22:27, 30 November 2021Thumbnail for version as of 22:27, 30 November 20211,455 × 842 (72 KB)AtnkeCross-wiki upload from en.wikipedia.org

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