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Arbitrage Strategies for Cross-Track Betting on Major Horse Races

In: Calendar Anomalies And Arbitrage

Author

Listed:
  • Donald B. Hausch

    (University of Wisconsin—Madison, USA)

  • William T. Ziemba

    (University of British Columbia, Canada)

Abstract

The following sections are included:IntroductionEfficiency of the Various Betting MarketsInefficiency of the Win Market and the Risk-free Hedging ModelThe Optimal Capital Growth ModelTesting the One-Track Capital Growth ModelFinal DiscussionReferences

Suggested Citation

  • Donald B. Hausch & William T. Ziemba, 2012. "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, in: Calendar Anomalies And Arbitrage, chapter 3, pages 99-116, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814405461_0003
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