Thread: Kelly Criterion / Bankroll Management
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Old 10-05-2006, 05:32 PM
uDevil uDevil is offline
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Default Re: Kelly Criterion / Bankroll Management
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It can be used to offer consistent bankroll guidelines across variants of poker. Many people prefer to use a fractional Kelly system, with a bankroll c times the bankroll recommended by the pure Kelly Criterion. Common values of c range from 2-4 for individuals.

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Hi pzhon,

If applied to investing in the stock market, is the range of c for a typical investor very different from this?
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