Learning Performance of Prediction Markets with Kelly Bettors
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References listed on IDEAS
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- Bottazzi, Giulio & Giachini, Daniele, 2017.
"Wealth and price distribution by diffusive approximation in a repeated prediction market,"
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- Giulio Bottazzi & Daniele Giachini, 2016. "Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market," LEM Papers Series 2016/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-15 (All new papers)
- NEP-CTA-2012-02-15 (Contract Theory & Applications)
- NEP-FOR-2012-02-15 (Forecasting)
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